+64.8%
EFA vs EWZ
+46.3%
+18.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -1.7% | +12.8% | -14.4% | -6.2% |
| 3M | +3.5% | +10.8% | -7.3% | -0.7% |
| 6M | +9.5% | +2.5% | +7.0% | +8.1% |
| YTD | +12.9% | +21.4% | -8.5% | +4.8% |
| 1Y | +18.2% | +32.8% | -14.6% | +5.8% |
| 3Y | +64.8% | +45.2% | +19.6% | +40.1% |
| All | +64.8% | +46.3% | +18.6% | +40.1% |
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 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