+83.6%
EEM vs EWT
+193.0%
-109.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -0.5% |
| 7D | -0.7% | -1.1% | +0.4% | 0.0% |
| 30D | +2.4% | +4.8% | -2.4% | -0.7% |
| 3M | +4.2% | +11.1% | -7.0% | -3.0% |
| 6M | +14.8% | +54.6% | -39.9% | -13.4% |
| YTD | +23.1% | +71.4% | -48.3% | -12.6% |
| 1Y | +32.5% | +82.1% | -49.6% | -9.3% |
| All | +83.6% | +193.0% | -109.4% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling