+36.4%
EWZ vs EFX
-30.2%
+66.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.0% | +2.1% |
| 7D | +5.6% | -7.8% | +13.4% | +5.9% |
| 30D | +9.3% | -5.7% | +15.0% | +9.4% |
| 3M | +15.7% | +2.5% | +13.2% | +15.1% |
| 6M | +7.4% | -16.7% | +24.1% | +8.0% |
| YTD | +22.7% | -20.2% | +42.9% | +24.1% |
| 1Y | +36.4% | -31.4% | +67.8% | +41.0% |
| All | +36.4% | -30.2% | +66.6% | +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 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