-31.2%
EWZS vs VT
+386.7%
-417.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.2% |
| 7D | +3.0% | -2.3% | +5.4% | +5.8% |
| 30D | -31.9% | -5.0% | -26.9% | -28.0% |
| 3M | -16.1% | -4.9% | -11.3% | -11.4% |
| 6M | -29.5% | -1.5% | -27.9% | -28.5% |
| YTD | -15.1% | +8.5% | -23.6% | -22.6% |
| 1Y | -18.4% | +11.4% | -29.8% | -27.7% |
| 3Y | -9.9% | +70.1% | -80.0% | -51.3% |
| 5Y | -12.0% | +53.7% | -65.8% | -47.0% |
| 10Y | +29.3% | +220.0% | -190.6% | -64.5% |
| All | -31.2% | +386.7% | -417.9% | -87.2% |
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