+270.9%
VZ vs EWZ
+352.8%
-81.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +2.1% | -1.5% | +3.6% | +2.5% |
| 30D | +1.4% | -24.5% | +25.9% | +7.0% |
| 3M | -1.3% | -10.7% | +9.4% | +0.2% |
| 6M | -0.5% | -19.1% | +18.6% | +3.0% |
| YTD | +19.6% | +1.6% | +18.0% | +17.4% |
| 1Y | +22.4% | +4.3% | +18.1% | +19.3% |
| 3Y | +55.9% | +19.0% | +36.9% | +46.1% |
| 5Y | +20.4% | +57.7% | -37.3% | +3.8% |
| 10Y | +66.9% | +51.3% | +15.6% | +32.5% |
| All | +270.9% | +352.8% | -81.9% | +80.7% |
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 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