+4.1%
EWZ vs EFX
-8.6%
+12.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.0% |
| 7D | +1.4% | -2.2% | +3.6% | +1.5% |
| 30D | -25.1% | +29.2% | -54.3% | -25.9% |
| 3M | -7.7% | +3.5% | -11.2% | -8.2% |
| 6M | -15.8% | +7.8% | -23.6% | -16.6% |
| YTD | +3.6% | -12.4% | +16.0% | +3.1% |
| All | +4.1% | -8.6% | +12.7% | +2.6% |
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