+76.1%
V vs EWZ
+18.9%
+57.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +0.6% | +1.3% | -0.7% | +0.5% |
| 30D | +9.7% | -26.2% | +35.9% | +13.6% |
| 3M | +17.3% | -8.6% | +25.9% | +17.5% |
| 6M | +33.2% | -17.0% | +50.2% | +35.5% |
| YTD | +21.3% | +2.2% | +19.2% | +18.1% |
| 1Y | +27.3% | +2.7% | +24.7% | +23.5% |
| 3Y | +76.1% | +18.2% | +57.9% | +59.2% |
| All | +76.1% | +18.9% | +57.2% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling