+170.2%
VEA vs EWZ
+34.6%
+135.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.4% | +8.2% | -7.7% | -2.9% |
| 3M | +4.8% | +13.3% | -8.5% | -0.7% |
| 6M | +11.3% | +3.6% | +7.7% | +9.3% |
| YTD | +17.4% | +21.0% | -3.6% | +7.9% |
| 1Y | +26.2% | +34.7% | -8.5% | +10.7% |
| 3Y | +77.7% | +48.3% | +29.4% | +47.5% |
| 5Y | +60.9% | +60.1% | +0.9% | +24.7% |
| 10Y | +163.6% | +92.6% | +71.0% | +61.2% |
| All | +170.2% | +34.6% | +135.6% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling