+269.2%
EWZ vs VWO
+328.1%
-58.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.5% |
| 7D | +6.5% | +1.1% | +5.4% | +5.2% |
| 30D | +4.8% | +2.4% | +2.5% | +2.0% |
| 3M | +9.9% | +2.0% | +7.9% | +6.9% |
| 6M | +1.9% | +10.7% | -8.7% | -9.8% |
| YTD | +20.3% | +14.4% | +5.9% | +2.5% |
| 1Y | +35.6% | +22.7% | +12.9% | +6.5% |
| 3Y | +43.4% | +64.2% | -20.8% | -20.4% |
| 5Y | +55.9% | +35.8% | +20.2% | +6.2% |
| 10Y | +84.2% | +114.7% | -30.5% | -18.9% |
| All | +269.2% | +328.1% | -58.9% | -24.4% |
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 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