+43.6%
EEM vs EWT
+144.9%
-101.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -0.4% |
| 7D | -0.7% | -1.1% | +0.4% | +0.1% |
| 30D | +2.4% | +4.8% | -2.4% | -0.9% |
| 3M | +4.2% | +11.1% | -7.0% | -3.6% |
| 6M | +14.8% | +54.6% | -39.9% | -15.7% |
| YTD | +23.1% | +71.4% | -48.3% | -15.7% |
| 1Y | +32.5% | +82.1% | -49.6% | -13.0% |
| 3Y | +85.9% | +193.2% | -107.3% | -16.3% |
| 5Y | +43.6% | +146.1% | -102.5% | -25.5% |
| All | +43.6% | +144.9% | -101.3% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling