+161.1%
VEA vs EWZ
+94.8%
+66.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.4% |
| 7D | -1.5% | +0.9% | -2.3% | -1.7% |
| 30D | -0.8% | +12.8% | -13.6% | -4.6% |
| 3M | +2.5% | +10.8% | -8.3% | -0.9% |
| 6M | +11.1% | +2.5% | +8.6% | +10.1% |
| YTD | +17.2% | +21.4% | -4.2% | +10.0% |
| 1Y | +24.5% | +32.8% | -8.3% | +13.5% |
| 3Y | +75.4% | +45.2% | +30.2% | +54.1% |
| 5Y | +61.1% | +63.0% | -1.9% | +33.5% |
| All | +161.1% | +94.8% | +66.3% | +92.4% |
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