+50.3%
EWZ vs EFV
+165.2%
-114.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | -1.3% |
| 7D | +1.4% | +1.7% | -0.3% | -0.8% |
| 30D | -25.1% | +3.4% | -28.5% | -28.3% |
| 3M | -7.7% | -1.7% | -6.0% | -6.2% |
| 6M | -15.8% | +6.4% | -22.3% | -22.2% |
| YTD | +3.6% | +16.3% | -12.7% | -13.9% |
| 1Y | +5.5% | +22.9% | -17.4% | -18.0% |
| 3Y | +22.1% | +92.8% | -70.7% | -46.0% |
| 5Y | +58.3% | +93.5% | -35.1% | -31.2% |
| 10Y | +50.3% | +162.1% | -111.9% | -57.1% |
| All | +50.3% | +165.2% | -114.9% | -57.1% |
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