+214.2%
EWZ vs VWO
+293.6%
-79.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.8% | +2.0% | -1.2% | -1.5% |
| 30D | -24.4% | -4.3% | -20.1% | -20.5% |
| 3M | -4.6% | -6.4% | +1.8% | +2.9% |
| 6M | -11.6% | -5.6% | -5.9% | -6.0% |
| YTD | +2.4% | +5.2% | -2.8% | -3.9% |
| 1Y | +2.1% | +5.2% | -3.1% | -4.2% |
| 3Y | +18.7% | +55.5% | -36.8% | -30.0% |
| 5Y | +54.2% | +25.6% | +28.6% | +14.6% |
| 10Y | +65.9% | +110.8% | -44.9% | -25.7% |
| All | +214.2% | +293.6% | -79.4% | -29.2% |
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