+476.5%
V vs EWZ
+66.3%
+410.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +6.3% | -25.9% | +32.2% | +15.0% |
| 3M | +17.2% | -6.1% | +23.3% | +17.6% |
| 6M | +29.2% | -16.1% | +45.3% | +33.9% |
| YTD | +20.8% | +1.0% | +19.8% | +17.4% |
| 1Y | +25.0% | 0.0% | +25.0% | +21.6% |
| 3Y | +75.3% | +16.8% | +58.5% | +59.8% |
| 5Y | +105.8% | +52.1% | +53.8% | +67.1% |
| All | +476.5% | +66.3% | +410.3% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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