-14.8%
EWZS vs VT
+417.5%
-432.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +7.1% | +0.4% | +6.6% | +6.5% |
| 30D | +2.8% | +1.0% | +1.8% | +1.6% |
| 3M | -1.7% | +2.4% | -4.1% | -4.4% |
| 6M | -8.3% | +12.0% | -20.3% | -19.3% |
| YTD | +5.1% | +15.3% | -10.2% | -10.4% |
| 1Y | +4.4% | +22.6% | -18.2% | -16.9% |
| 3Y | +5.6% | +74.7% | -69.1% | -44.4% |
| 5Y | -4.3% | +66.1% | -70.5% | -47.1% |
| 10Y | +61.7% | +225.0% | -163.3% | -56.4% |
| All | -14.8% | +417.5% | -432.2% | -85.2% |
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