+8.1%
EWZ vs EFX
-7.5%
+15.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.5% |
| 7D | -4.1% | +9.2% | -13.3% | -4.5% |
| 30D | -25.0% | +34.8% | -59.8% | -25.9% |
| 3M | -10.6% | +8.8% | -19.5% | -11.3% |
| 6M | -16.6% | +12.3% | -28.9% | -17.5% |
| YTD | +2.5% | -10.6% | +13.1% | +2.1% |
| 1Y | +8.1% | -6.7% | +14.8% | +6.6% |
| All | +8.1% | -7.5% | +15.6% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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