+101.5%
EWZ vs VYM
+492.8%
-391.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +4.8% | -0.5% | +5.4% | +5.6% |
| 3M | +9.9% | +3.0% | +6.9% | +5.5% |
| 6M | +1.9% | +8.2% | -6.3% | -8.3% |
| YTD | +20.3% | +15.8% | +4.5% | -1.3% |
| 1Y | +35.6% | +20.8% | +14.8% | +4.9% |
| 3Y | +43.4% | +65.3% | -21.8% | -29.1% |
| 5Y | +55.9% | +76.6% | -20.6% | -31.4% |
| 10Y | +84.2% | +203.9% | -119.8% | -61.9% |
| All | +101.5% | +492.8% | -391.3% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling