+84.1%
EWZ vs EFV
+163.3%
-79.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.8% |
| 7D | +5.6% | +1.0% | +4.6% | +4.3% |
| 30D | +9.3% | +0.2% | +9.1% | +9.0% |
| 3M | +15.7% | +9.6% | +6.1% | +3.5% |
| 6M | +7.4% | +14.0% | -6.6% | -8.3% |
| YTD | +22.7% | +18.5% | +4.2% | 0.0% |
| 1Y | +36.4% | +27.9% | +8.5% | +1.3% |
| 3Y | +50.4% | +92.4% | -42.0% | -33.3% |
| 5Y | +67.6% | +97.2% | -29.5% | -28.9% |
| 10Y | +84.1% | +163.0% | -79.0% | -49.4% |
| All | +84.1% | +163.3% | -79.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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