+29.1%
EWZS vs VT
+223.7%
-194.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | -0.5% |
| 7D | +6.4% | +0.4% | +6.0% | +5.8% |
| 30D | -34.6% | -2.6% | -32.0% | -32.8% |
| 3M | -12.9% | -3.2% | -9.7% | -9.6% |
| 6M | -25.9% | +0.9% | -26.8% | -27.1% |
| YTD | -12.9% | +11.3% | -24.2% | -23.4% |
| 1Y | -15.5% | +14.0% | -29.5% | -27.8% |
| 3Y | -6.7% | +75.8% | -82.5% | -53.5% |
| 5Y | -10.7% | +57.8% | -68.5% | -49.0% |
| 10Y | +29.1% | +219.8% | -190.7% | -77.1% |
| All | +29.1% | +223.7% | -194.6% | -77.1% |
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