+854.3%
EEM vs EWT
+1,504.1%
-649.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +0.2% |
| 7D | +2.3% | +4.0% | -1.6% | -1.1% |
| 30D | +4.5% | +10.3% | -5.8% | -4.1% |
| 3M | -0.1% | +6.1% | -6.1% | -5.8% |
| 6M | +16.9% | +56.6% | -39.7% | -22.0% |
| YTD | +26.2% | +76.6% | -50.4% | -24.3% |
| 1Y | +40.5% | +97.9% | -57.4% | -24.0% |
| 3Y | +86.2% | +198.0% | -111.8% | -32.3% |
| 5Y | +45.5% | +151.8% | -106.3% | -39.1% |
| 10Y | +128.6% | +514.1% | -385.5% | -57.6% |
| All | +854.3% | +1,504.1% | -649.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling