+60.8%
EWZ vs VFC
-46.8%
+107.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +1.3% | +3.5% | -2.2% | +0.5% |
| 30D | -26.2% | +38.3% | -64.4% | -31.6% |
| 3M | -8.6% | +40.2% | -48.8% | -15.8% |
| 6M | -17.0% | +10.6% | -27.7% | -20.0% |
| YTD | +2.2% | +16.7% | -14.6% | -3.2% |
| 1Y | +2.7% | +45.0% | -42.3% | -8.1% |
| 3Y | +18.2% | +48.8% | -30.6% | -8.9% |
| 5Y | +56.0% | -67.6% | +123.6% | +116.7% |
| 10Y | +60.8% | -47.5% | +108.4% | +87.9% |
| All | +60.8% | -46.8% | +107.6% | +87.9% |
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