-31.4%
EWZS vs VT
+397.0%
-428.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | -36.5% | -3.1% | -33.5% | -34.5% |
| 3M | -14.3% | -3.5% | -10.8% | -10.9% |
| 6M | -28.1% | +0.5% | -28.5% | -28.7% |
| YTD | -15.5% | +10.8% | -26.2% | -24.7% |
| 1Y | -19.3% | +11.9% | -31.2% | -28.9% |
| 3Y | -11.7% | +73.0% | -84.7% | -53.2% |
| 5Y | -13.8% | +58.6% | -72.4% | -49.9% |
| 10Y | +35.6% | +219.2% | -183.6% | -62.8% |
| All | -31.4% | +397.0% | -428.5% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling