+35.3%
EWZ vs VYM
+18.5%
+16.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.0% |
| 6M | +3.7% | +8.7% | -5.0% | -7.1% |
| YTD | +22.5% | +14.1% | +8.4% | +5.2% |
| 1Y | +35.3% | +17.8% | +17.4% | +12.1% |
| All | +35.3% | +18.5% | +16.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling