+91.2%
EWZ vs EFX
+41.8%
+49.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.1% | -11.1% | +12.3% | +4.5% |
| 30D | +13.5% | -7.4% | +20.9% | +15.7% |
| 3M | +15.2% | +1.5% | +13.8% | +13.3% |
| 6M | +3.7% | -13.7% | +17.4% | +6.8% |
| YTD | +22.5% | -21.9% | +44.4% | +29.0% |
| 1Y | +35.3% | -30.8% | +66.0% | +47.6% |
| 3Y | +50.2% | -12.4% | +62.6% | +45.6% |
| 5Y | +64.6% | -35.9% | +100.5% | +75.2% |
| All | +91.2% | +41.8% | +49.5% | +41.0% |
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