+55.9%
VZ vs EWZ
+19.2%
+36.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +2.1% | -1.5% | +3.6% | +2.2% |
| 30D | +1.4% | -24.5% | +25.9% | +3.3% |
| 3M | -1.3% | -10.7% | +9.4% | -0.6% |
| 6M | -0.5% | -19.1% | +18.6% | +0.8% |
| YTD | +19.6% | +1.6% | +18.0% | +18.0% |
| 1Y | +22.4% | +4.3% | +18.1% | +20.1% |
| 3Y | +55.9% | +19.0% | +36.9% | +48.2% |
| All | +55.9% | +19.2% | +36.7% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling