+644.6%
VRT vs EWZ
+50.2%
+594.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.4% |
| 7D | +13.6% | +5.6% | +8.0% | +9.5% |
| 30D | +6.8% | +9.3% | -2.5% | +0.3% |
| 3M | -3.2% | +15.7% | -18.9% | -12.4% |
| 6M | +20.3% | +7.4% | +12.9% | +14.7% |
| YTD | +79.6% | +22.7% | +56.9% | +59.8% |
| 1Y | +139.0% | +36.4% | +102.6% | +98.2% |
| 3Y | +644.6% | +50.4% | +594.2% | +456.7% |
| All | +644.6% | +50.2% | +594.4% | +456.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling