+65.5%
VZ vs EWZ
+45.3%
+20.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | +2.2% | +1.4% | +0.8% | +2.1% |
| 30D | +10.6% | -25.1% | +35.7% | +14.4% |
| 3M | -0.6% | -7.7% | +7.1% | -0.1% |
| 6M | +0.7% | -15.8% | +16.6% | +2.4% |
| YTD | +20.6% | +3.6% | +17.0% | +18.8% |
| 1Y | +22.7% | +5.5% | +17.2% | +20.5% |
| 3Y | +57.2% | +22.1% | +35.1% | +50.3% |
| 5Y | +21.4% | +58.3% | -37.0% | +10.5% |
| 10Y | +65.5% | +50.3% | +15.2% | +43.0% |
| All | +65.5% | +45.3% | +20.1% | +43.0% |
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