+13.8%
VRT vs EWZ
+7.8%
+6.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.6% | -14.5% | -13.4% |
| 7D | -15.4% | -4.1% | -11.3% | -14.2% |
| 30D | -19.0% | -25.0% | +6.0% | -11.0% |
| 3M | -23.8% | -10.6% | -13.2% | -26.3% |
| 6M | -37.9% | -16.6% | -21.3% | -36.2% |
| YTD | +27.0% | +2.5% | +24.5% | +20.1% |
| 1Y | +13.8% | +8.1% | +5.7% | -5.2% |
| All | +13.8% | +7.8% | +6.0% | -5.2% |
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