+44.1%
EWZS vs VT
+221.8%
-177.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.1% |
| 7D | +0.1% | +2.4% | -2.3% | -2.6% |
| 30D | -32.7% | -1.5% | -31.1% | -31.7% |
| 3M | -9.6% | -4.1% | -5.4% | -5.1% |
| 6M | -21.8% | +0.6% | -22.4% | -22.6% |
| YTD | -15.1% | +11.0% | -26.1% | -25.1% |
| 1Y | -18.5% | +13.3% | -31.8% | -29.8% |
| 3Y | -11.1% | +73.4% | -84.4% | -54.8% |
| 5Y | -13.5% | +57.4% | -70.9% | -50.4% |
| All | +44.1% | +221.8% | -177.6% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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