+91.2%
EWZ vs VYM
+207.1%
-115.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.9% |
| 7D | +1.1% | -1.9% | +3.0% | +3.4% |
| 30D | +13.5% | -2.6% | +16.1% | +17.0% |
| 3M | +15.2% | +3.6% | +11.7% | +10.4% |
| 6M | +3.7% | +8.7% | -5.0% | -5.9% |
| YTD | +22.5% | +14.1% | +8.4% | +4.9% |
| 1Y | +35.3% | +17.8% | +17.4% | +11.5% |
| 3Y | +50.2% | +64.5% | -14.3% | -18.6% |
| 5Y | +64.6% | +77.5% | -13.0% | -20.6% |
| All | +91.2% | +207.1% | -115.9% | -56.9% |
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