+128.5%
EEM vs EWZ
+94.8%
+33.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.6% |
| 7D | -1.3% | +0.9% | -2.1% | -1.6% |
| 30D | +2.1% | +12.8% | -10.7% | -2.9% |
| 3M | +1.0% | +10.8% | -9.7% | -3.2% |
| 6M | +15.9% | +2.5% | +13.4% | +14.5% |
| YTD | +24.6% | +21.4% | +3.3% | +15.2% |
| 1Y | +32.3% | +32.8% | -0.5% | +17.6% |
| 3Y | +85.9% | +45.2% | +40.7% | +57.7% |
| 5Y | +45.4% | +63.0% | -17.6% | +14.2% |
| All | +128.5% | +94.8% | +33.8% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling