+432.5%
EWZ vs VFC
+363.2%
+69.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.5% |
| 7D | +6.5% | -1.6% | +8.1% | +7.0% |
| 30D | +4.8% | -11.6% | +16.5% | +9.3% |
| 3M | +9.9% | -18.1% | +28.0% | +16.1% |
| 6M | +1.9% | -27.4% | +29.3% | +11.6% |
| YTD | +20.3% | -24.8% | +45.1% | +29.4% |
| 1Y | +35.6% | -8.2% | +43.8% | +33.1% |
| 3Y | +43.4% | -29.1% | +72.6% | +26.3% |
| 5Y | +55.9% | -79.2% | +135.1% | +132.5% |
| 10Y | +84.2% | -68.1% | +152.3% | +102.1% |
| All | +432.5% | +363.2% | +69.3% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling