+32.3%
EEM vs EWT
+85.6%
-53.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | -0.1% |
| 7D | -1.3% | -1.1% | -0.1% | -0.4% |
| 30D | +2.1% | +4.5% | -2.4% | -1.1% |
| 3M | +1.0% | +8.3% | -7.2% | -4.9% |
| 6M | +15.9% | +54.2% | -38.3% | -16.8% |
| YTD | +24.6% | +74.6% | -49.9% | -17.3% |
| 1Y | +32.3% | +84.9% | -52.6% | -15.1% |
| All | +32.3% | +85.6% | -53.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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