+53.4%
EFA vs EMB
+7.1%
+46.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.3% | -0.3% | -1.1% | -1.0% |
| 3M | +5.2% | -0.3% | +5.5% | +5.6% |
| 6M | +9.4% | +0.7% | +8.6% | +8.7% |
| YTD | +12.7% | +1.3% | +11.5% | +11.5% |
| 1Y | +19.3% | +4.7% | +14.6% | +14.1% |
| 3Y | +66.3% | +30.1% | +36.2% | +28.9% |
| 5Y | +53.4% | +6.9% | +46.5% | +45.5% |
| All | +53.4% | +7.1% | +46.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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