+1,162.4%
VST vs EWZ
+55.9%
+1,106.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -6.0% | +1.3% | -7.3% | -6.4% |
| 30D | -18.8% | -26.2% | +7.4% | -11.0% |
| 3M | -8.0% | -8.6% | +0.6% | -6.7% |
| 6M | -10.9% | -17.0% | +6.1% | -6.6% |
| YTD | -18.3% | +2.2% | -20.5% | -20.1% |
| 1Y | -29.9% | +2.7% | -32.6% | -31.6% |
| 3Y | +290.3% | +18.2% | +272.1% | +260.1% |
| 5Y | +635.3% | +56.0% | +579.3% | +505.0% |
| 10Y | +1,162.4% | +60.8% | +1,101.5% | +888.0% |
| All | +1,162.4% | +55.9% | +1,106.5% | +888.0% |
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