-18.9%
VST vs EWZ
+36.2%
-55.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.3% |
| 7D | +9.9% | +5.6% | +4.3% | +6.0% |
| 30D | +7.9% | +9.3% | -1.3% | +1.7% |
| 3M | +3.4% | +15.7% | -12.3% | -6.0% |
| 6M | -4.1% | +7.4% | -11.5% | -9.1% |
| YTD | -5.7% | +22.7% | -28.4% | -18.0% |
| 1Y | -18.9% | +36.4% | -55.3% | -31.8% |
| All | -18.9% | +36.2% | -55.1% | -31.8% |
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