+123.4%
VRT vs EWZ
+36.3%
+87.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.9% |
| 7D | +9.1% | +6.5% | +2.6% | +3.8% |
| 30D | +0.9% | +4.8% | -3.9% | -2.9% |
| 3M | -13.4% | +9.9% | -23.3% | -19.7% |
| 6M | +11.7% | +1.9% | +9.7% | +10.0% |
| YTD | +73.2% | +20.3% | +52.9% | +62.2% |
| 1Y | +123.4% | +35.6% | +87.8% | +100.6% |
| All | +123.4% | +36.3% | +87.1% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling