-34.9%
VST vs EWZ
+7.8%
-42.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.6% | -15.5% | -14.4% |
| 7D | -15.7% | -4.1% | -11.6% | -14.5% |
| 30D | -17.0% | -25.0% | +8.0% | -9.1% |
| 3M | -15.9% | -10.6% | -5.2% | -17.5% |
| 6M | -25.0% | -16.6% | -8.4% | -23.4% |
| YTD | -25.1% | +2.5% | -27.6% | -33.9% |
| 1Y | -34.9% | +8.1% | -42.9% | -43.8% |
| All | -34.9% | +7.8% | -42.7% | -43.8% |
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