+66.5%
EWZ vs VFC
-48.6%
+115.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +0.6% |
| 7D | +0.8% | +1.6% | -0.9% | +0.4% |
| 30D | -24.4% | +25.5% | -49.9% | -28.3% |
| 3M | -4.6% | +41.3% | -45.9% | -12.3% |
| 6M | -11.6% | +22.2% | -33.8% | -16.7% |
| YTD | +2.4% | +16.4% | -14.0% | -3.0% |
| 1Y | +2.1% | +38.4% | -36.3% | -7.6% |
| 3Y | +18.7% | +56.2% | -37.5% | -10.1% |
| 5Y | +54.2% | -68.2% | +122.3% | +116.1% |
| All | +66.5% | -48.6% | +115.1% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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