+66.5%
EWZ vs EFV
+163.3%
-96.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +0.9% |
| 7D | +0.8% | +2.5% | -1.8% | -2.2% |
| 30D | -24.4% | +2.9% | -27.3% | -27.1% |
| 3M | -4.6% | -1.4% | -3.2% | -3.3% |
| 6M | -11.6% | +5.5% | -17.1% | -17.4% |
| YTD | +2.4% | +16.1% | -13.7% | -14.7% |
| 1Y | +2.1% | +20.3% | -18.2% | -18.5% |
| 3Y | +18.7% | +90.4% | -71.7% | -46.7% |
| 5Y | +54.2% | +93.5% | -39.3% | -33.1% |
| All | +66.5% | +163.3% | -96.8% | -52.4% |
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