+4.1%
EWZ vs VFC
+42.4%
-38.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.6% |
| 7D | +1.4% | +7.7% | -6.3% | +0.3% |
| 30D | -25.1% | +39.2% | -64.3% | -28.6% |
| 3M | -7.7% | +40.3% | -48.0% | -12.1% |
| 6M | -15.8% | +11.4% | -27.2% | -17.0% |
| YTD | +3.6% | +17.5% | -13.9% | +1.0% |
| All | +4.1% | +42.4% | -38.2% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling