+387.6%
EFA vs EWZ
+732.2%
-344.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -1.3% | +8.2% | -9.5% | -4.3% |
| 3M | +5.2% | +13.3% | -8.1% | +0.2% |
| 6M | +9.4% | +3.6% | +5.8% | +7.6% |
| YTD | +12.7% | +21.0% | -8.2% | +4.4% |
| 1Y | +19.3% | +34.7% | -15.4% | +5.8% |
| 3Y | +66.3% | +48.3% | +18.0% | +40.5% |
| 5Y | +53.4% | +60.1% | -6.7% | +21.8% |
| 10Y | +144.4% | +92.6% | +51.9% | +59.0% |
| All | +387.6% | +732.2% | -344.6% | +108.9% |
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