-15.5%
EWZS vs VOO
+785.0%
-800.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.0% |
| 30D | +5.6% | -1.4% | +7.0% | +7.2% |
| 3M | +1.6% | +3.7% | -2.1% | -2.3% |
| 6M | -6.9% | +13.0% | -19.9% | -17.8% |
| YTD | +4.2% | +12.4% | -8.3% | -7.4% |
| 1Y | +2.6% | +18.6% | -16.0% | -13.7% |
| 3Y | +8.2% | +78.1% | -69.9% | -41.3% |
| 5Y | -4.1% | +82.3% | -86.3% | -50.3% |
| 10Y | +65.1% | +322.5% | -257.4% | -64.6% |
| All | -15.5% | +785.0% | -800.5% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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