+83.6%
EEM vs EWZ
+47.7%
+35.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.8% |
| 7D | -0.7% | +1.1% | -1.8% | -1.3% |
| 30D | +2.4% | +13.5% | -11.1% | -3.7% |
| 3M | +4.2% | +15.2% | -11.1% | -2.8% |
| 6M | +14.8% | +3.7% | +11.0% | +12.4% |
| YTD | +23.1% | +22.5% | +0.6% | +12.5% |
| 1Y | +32.5% | +35.3% | -2.7% | +15.5% |
| All | +83.6% | +47.7% | +35.9% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling