+822.6%
VOO vs EWZ
+9.7%
+812.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -1.2% |
| 7D | +0.5% | +5.6% | -5.0% | -1.1% |
| 30D | -0.9% | +9.3% | -10.2% | -3.6% |
| 3M | +3.9% | +15.7% | -11.8% | -0.7% |
| 6M | +14.5% | +7.4% | +7.1% | +11.7% |
| YTD | +13.0% | +22.7% | -9.7% | +5.6% |
| 1Y | +19.4% | +36.4% | -17.0% | +7.9% |
| 3Y | +78.9% | +50.4% | +28.5% | +55.2% |
| 5Y | +82.3% | +67.6% | +14.6% | +49.2% |
| 10Y | +314.2% | +84.1% | +230.2% | +201.8% |
| All | +822.6% | +9.7% | +812.9% | +701.6% |
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