+349.8%
EWZ vs EFX
+1,474.3%
-1,124.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.7% |
| 7D | -1.5% | +2.7% | -4.2% | -2.8% |
| 30D | -24.5% | +33.1% | -57.6% | -34.7% |
| 3M | -10.7% | +8.2% | -18.9% | -15.3% |
| 6M | -19.1% | +10.2% | -29.2% | -25.2% |
| YTD | +1.6% | -11.8% | +13.5% | +2.6% |
| 1Y | +4.3% | -6.1% | +10.4% | +1.8% |
| 3Y | +19.0% | +7.5% | +11.5% | +0.7% |
| 5Y | +57.7% | -30.7% | +88.4% | +59.2% |
| 10Y | +51.3% | +68.7% | -17.4% | -19.0% |
| All | +349.8% | +1,474.3% | -1,124.5% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling