+52.5%
V vs EWZ
+50.2%
+2.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.0% |
| 7D | -1.1% | +5.6% | -6.7% | -1.9% |
| 30D | +1.9% | +9.3% | -7.4% | +0.4% |
| 3M | +15.5% | +15.7% | -0.2% | +12.7% |
| 6M | +16.6% | +7.4% | +9.2% | +14.7% |
| YTD | +5.7% | +22.7% | -16.9% | +1.1% |
| 1Y | +8.6% | +36.4% | -27.8% | +1.1% |
| 3Y | +52.5% | +50.4% | +2.1% | +33.7% |
| All | +52.5% | +50.2% | +2.3% | +33.7% |
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