+588.9%
VST vs EWZ
+58.5%
+530.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.7% | +9.9% | +10.3% |
| 7D | -9.8% | -1.5% | -8.3% | -9.4% |
| 30D | -25.1% | -24.5% | -0.6% | -18.4% |
| 3M | -11.6% | -10.7% | -0.9% | -10.1% |
| 6M | -20.9% | -19.1% | -1.8% | -16.5% |
| YTD | -22.3% | +1.6% | -23.9% | -24.5% |
| 1Y | -32.0% | +4.3% | -36.3% | -34.5% |
| 3Y | +262.4% | +19.0% | +243.4% | +227.3% |
| All | +588.9% | +58.5% | +530.4% | +456.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling