+1,002.6%
VST vs EWZ
+54.6%
+948.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.7% |
| 3M | -11.6% | -10.7% | -0.9% | -9.7% |
| 6M | -20.9% | -19.1% | -1.8% | -16.4% |
| YTD | -22.3% | +1.6% | -23.9% | -23.9% |
| 1Y | -32.0% | +4.3% | -36.3% | -34.0% |
| 3Y | +262.4% | +19.0% | +243.4% | +233.8% |
| 5Y | +563.4% | +57.7% | +505.7% | +444.8% |
| 10Y | +1,120.7% | +51.3% | +1,069.4% | +849.9% |
| All | +1,002.6% | +54.6% | +948.0% | +750.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling