+180.6%
EWZ vs EFV
+240.5%
-59.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +2.4% |
| 7D | -1.5% | -0.7% | -0.8% | -0.8% |
| 30D | -24.5% | +0.9% | -25.4% | -25.5% |
| 3M | -10.7% | -3.6% | -7.1% | -7.0% |
| 6M | -19.1% | +2.5% | -21.6% | -21.8% |
| YTD | +1.6% | +13.2% | -11.6% | -12.9% |
| 1Y | +4.3% | +20.3% | -16.0% | -17.1% |
| 3Y | +19.0% | +84.9% | -65.9% | -44.7% |
| 5Y | +57.7% | +87.7% | -30.1% | -29.5% |
| 10Y | +51.3% | +160.7% | -109.4% | -52.4% |
| All | +180.6% | +240.5% | -59.9% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling