+55.0%
EWZ vs VFC
-79.1%
+134.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | +6.5% | -1.6% | +8.1% | +6.7% |
| 30D | +4.8% | -11.6% | +16.5% | +6.4% |
| 3M | +9.9% | -18.1% | +28.0% | +12.1% |
| 6M | +1.9% | -27.4% | +29.3% | +5.3% |
| YTD | +20.3% | -24.8% | +45.1% | +23.7% |
| 1Y | +35.6% | -8.2% | +43.8% | +35.5% |
| 3Y | +43.4% | -29.1% | +72.6% | +41.1% |
| All | +55.0% | -79.1% | +134.1% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling