+69.8%
EWJ vs EMB
+30.5%
+39.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +1.0% | -0.3% | +1.3% | +1.4% |
| 3M | +7.2% | -0.3% | +7.5% | +7.8% |
| 6M | +13.9% | +0.7% | +13.1% | +12.9% |
| YTD | +20.8% | +1.3% | +19.5% | +19.2% |
| 1Y | +26.4% | +4.7% | +21.7% | +19.8% |
| All | +69.8% | +30.5% | +39.3% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling