+484.0%
V vs EWZ
+68.6%
+415.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +0.9% | +0.8% | +0.2% | +0.7% |
| 30D | +9.0% | -24.4% | +33.3% | +17.2% |
| 3M | +16.7% | -4.6% | +21.3% | +16.6% |
| 6M | +33.4% | -11.6% | +45.0% | +36.0% |
| YTD | +22.4% | +2.4% | +20.0% | +18.4% |
| 1Y | +27.7% | +2.1% | +25.6% | +23.4% |
| 3Y | +78.0% | +18.7% | +59.3% | +61.5% |
| 5Y | +108.5% | +54.2% | +54.3% | +68.6% |
| All | +484.0% | +68.6% | +415.4% | +338.4% |
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