+1,216.9%
VST vs EWZ
+83.0%
+1,133.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +8.9% | +6.5% | +2.4% | +6.6% |
| 30D | +6.2% | +4.8% | +1.4% | +4.4% |
| 3M | -2.7% | +9.9% | -12.6% | -5.8% |
| 6M | -8.4% | +1.9% | -10.3% | -9.0% |
| YTD | -7.2% | +20.3% | -27.5% | -12.8% |
| 1Y | -20.9% | +35.6% | -56.5% | -28.6% |
| 3Y | +384.0% | +43.4% | +340.6% | +324.9% |
| 5Y | +757.1% | +55.9% | +701.1% | +613.8% |
| All | +1,216.9% | +83.0% | +1,133.9% | +874.6% |
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