+1,934.0%
VRT vs EWZ
+43.9%
+1,890.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.2% |
| 7D | +10.5% | +0.8% | +9.8% | +10.2% |
| 30D | -9.3% | -24.4% | +15.0% | +0.8% |
| 3M | -29.6% | -4.6% | -25.0% | -30.2% |
| 6M | -45.4% | -11.6% | -33.8% | -43.9% |
| YTD | +24.8% | +2.4% | +22.4% | +20.8% |
| 1Y | +23.6% | +2.1% | +21.5% | +19.5% |
| 3Y | +379.7% | +18.7% | +361.0% | +330.2% |
| 5Y | +660.3% | +54.2% | +606.2% | +505.3% |
| All | +1,934.0% | +43.9% | +1,890.1% | +1,408.3% |
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