+64.2%
EWZ vs VYM
+206.0%
-141.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +0.1% | +3.3% | -3.3% | -3.7% |
| 30D | -25.9% | +3.8% | -29.6% | -29.3% |
| 3M | -6.1% | -0.4% | -5.8% | -6.0% |
| 6M | -16.1% | +7.1% | -23.2% | -22.9% |
| YTD | +1.0% | +17.1% | -16.1% | -16.3% |
| 1Y | 0.0% | +18.4% | -18.4% | -18.3% |
| 3Y | +16.8% | +74.5% | -57.7% | -41.1% |
| 5Y | +52.1% | +72.5% | -20.5% | -23.5% |
| All | +64.2% | +206.0% | -141.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling