+18.7%
EWZ vs VWO
+56.0%
-37.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.8% | +2.0% | -1.2% | -0.9% |
| 30D | -24.4% | -4.3% | -20.1% | -21.4% |
| 3M | -4.6% | -6.4% | +1.8% | +1.1% |
| 6M | -11.6% | -5.6% | -5.9% | -7.2% |
| YTD | +2.4% | +5.2% | -2.8% | -2.2% |
| 1Y | +2.1% | +5.2% | -3.1% | -2.5% |
| 3Y | +18.7% | +55.5% | -36.8% | -22.5% |
| All | +18.7% | +56.0% | -37.3% | -22.5% |
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