+856.1%
EEM vs EWZ
+948.3%
-92.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -1.0% |
| 7D | +3.1% | +5.6% | -2.5% | -0.2% |
| 30D | +4.9% | +9.3% | -4.4% | -0.6% |
| 3M | +5.2% | +15.7% | -10.5% | -3.6% |
| 6M | +20.7% | +7.4% | +13.3% | +15.3% |
| YTD | +26.5% | +22.7% | +3.8% | +11.6% |
| 1Y | +37.8% | +36.4% | +1.5% | +13.8% |
| 3Y | +91.0% | +50.4% | +40.6% | +45.5% |
| 5Y | +47.0% | +67.6% | -20.6% | -1.0% |
| 10Y | +125.6% | +84.1% | +41.5% | +16.1% |
| All | +856.1% | +948.3% | -92.2% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling