+2,397.0%
VRT vs EWZ
+72.2%
+2,324.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.2% |
| 7D | -7.7% | +1.1% | -8.8% | -8.2% |
| 30D | -12.0% | +13.5% | -25.4% | -17.1% |
| 3M | -11.7% | +15.2% | -26.9% | -17.4% |
| 6M | -8.1% | +3.7% | -11.8% | -9.7% |
| YTD | +53.2% | +22.5% | +30.7% | +40.4% |
| 1Y | +81.7% | +35.3% | +46.4% | +58.8% |
| 3Y | +535.3% | +50.2% | +485.1% | +426.2% |
| 5Y | +916.4% | +64.6% | +851.8% | +696.8% |
| All | +2,397.0% | +72.2% | +2,324.8% | +1,652.9% |
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