+69.2%
EWZ vs VYM
+499.3%
-430.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +0.1% | +3.3% | -3.3% | -4.3% |
| 30D | -25.9% | +3.8% | -29.6% | -29.8% |
| 3M | -6.1% | -0.4% | -5.8% | -6.0% |
| 6M | -16.1% | +7.1% | -23.2% | -23.9% |
| YTD | +1.0% | +17.1% | -16.1% | -18.7% |
| 1Y | 0.0% | +18.4% | -18.4% | -20.8% |
| 3Y | +16.8% | +74.5% | -57.7% | -46.7% |
| 5Y | +52.1% | +72.5% | -20.5% | -31.0% |
| 10Y | +63.6% | +206.9% | -143.2% | -66.8% |
| All | +69.2% | +499.3% | -430.1% | -84.6% |
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