+136.7%
EWJ vs EMB
+30.4%
+106.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.2% |
| 7D | -1.5% | -1.1% | -0.4% | -0.5% |
| 30D | +0.2% | -1.1% | +1.2% | +1.2% |
| 3M | +8.6% | -0.8% | +9.4% | +9.4% |
| 6M | +12.1% | -0.1% | +12.2% | +12.5% |
| YTD | +20.1% | +0.4% | +19.6% | +20.0% |
| 1Y | +25.2% | +3.3% | +21.9% | +22.2% |
| 3Y | +70.8% | +29.0% | +41.7% | +38.8% |
| 5Y | +49.2% | +6.3% | +42.8% | +41.6% |
| All | +136.7% | +30.4% | +106.2% | +93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling