0.0%
EWZ vs EFV
+19.3%
-19.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +0.1% | +0.7% | -0.7% | -0.7% |
| 30D | -25.9% | +2.0% | -27.9% | -27.5% |
| 3M | -6.1% | -1.6% | -4.5% | -4.5% |
| 6M | -16.1% | +5.8% | -21.9% | -21.5% |
| YTD | +1.0% | +15.6% | -14.7% | -15.3% |
| 1Y | 0.0% | +19.0% | -19.0% | -18.4% |
| All | 0.0% | +19.3% | -19.3% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling