-20.9%
VST vs EWZ
+36.3%
-57.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | +8.9% | +6.5% | +2.4% | +4.5% |
| 30D | +6.2% | +4.8% | +1.4% | +2.9% |
| 3M | -2.7% | +9.9% | -12.6% | -8.6% |
| 6M | -8.4% | +1.9% | -10.3% | -10.4% |
| YTD | -7.2% | +20.3% | -27.5% | -18.1% |
| 1Y | -20.9% | +35.6% | -56.5% | -31.3% |
| All | -20.9% | +36.3% | -57.2% | -31.3% |
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 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