+209.9%
EWZ vs VWO
+293.9%
-84.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -0.5% |
| 7D | +0.1% | +4.0% | -4.0% | -4.4% |
| 30D | -25.9% | -5.4% | -20.4% | -21.0% |
| 3M | -6.1% | -6.4% | +0.3% | +1.3% |
| 6M | -16.1% | -4.7% | -11.4% | -11.9% |
| YTD | +1.0% | +5.3% | -4.3% | -5.3% |
| 1Y | 0.0% | +4.3% | -4.4% | -5.4% |
| 3Y | +16.8% | +55.9% | -39.1% | -31.3% |
| 5Y | +52.1% | +25.7% | +26.4% | +12.9% |
| 10Y | +63.6% | +111.0% | -47.4% | -26.7% |
| All | +209.9% | +293.9% | -84.0% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling