+374.9%
V vs EWZ
+96.6%
+278.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -3.0% | +1.1% | -4.2% | -3.4% |
| 30D | +1.2% | +13.5% | -12.3% | -2.7% |
| 3M | +13.9% | +15.2% | -1.3% | +8.8% |
| 6M | +17.2% | +3.7% | +13.5% | +15.2% |
| YTD | +5.3% | +22.5% | -17.2% | -2.0% |
| 1Y | +9.5% | +35.3% | -25.8% | -1.6% |
| 3Y | +51.9% | +50.2% | +1.7% | +30.0% |
| 5Y | +69.6% | +64.6% | +5.0% | +36.8% |
| All | +374.9% | +96.6% | +278.3% | +238.3% |
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