+50.3%
EWZ vs EFX
+63.8%
-13.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.2% |
| 7D | +1.4% | -2.2% | +3.6% | +2.0% |
| 30D | -25.1% | +29.2% | -54.3% | -30.6% |
| 3M | -7.7% | +3.5% | -11.2% | -9.2% |
| 6M | -15.8% | +7.8% | -23.6% | -18.9% |
| YTD | +3.6% | -12.4% | +16.0% | +5.2% |
| 1Y | +5.5% | -8.2% | +13.7% | +5.4% |
| 3Y | +22.1% | +4.7% | +17.4% | +11.8% |
| 5Y | +58.3% | -32.0% | +90.4% | +67.0% |
| 10Y | +50.3% | +69.1% | -18.8% | +0.1% |
| All | +50.3% | +63.8% | -13.6% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling