+50.4%
EWZ vs VWO
+66.7%
-16.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.3% |
| 7D | +5.6% | +0.9% | +4.7% | +4.8% |
| 30D | +9.3% | +1.3% | +8.0% | +8.1% |
| 3M | +15.7% | +5.1% | +10.6% | +10.5% |
| 6M | +7.4% | +12.5% | -5.1% | -3.8% |
| YTD | +22.7% | +14.0% | +8.7% | +9.0% |
| 1Y | +36.4% | +19.7% | +16.7% | +16.1% |
| 3Y | +50.4% | +66.8% | -16.4% | -7.4% |
| All | +50.4% | +66.7% | -16.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling