+161.2%
EWJ vs EMB
+132.1%
+29.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +3.3% | -0.3% | +3.6% | +3.5% |
| 3M | +5.0% | -0.4% | +5.4% | +5.3% |
| 6M | +11.5% | +0.1% | +11.4% | +11.7% |
| YTD | +22.4% | +1.6% | +20.8% | +21.5% |
| 1Y | +30.2% | +5.6% | +24.6% | +26.2% |
| 3Y | +72.8% | +29.8% | +43.0% | +48.3% |
| 5Y | +54.1% | +7.3% | +46.9% | +46.6% |
| 10Y | +140.6% | +30.4% | +110.2% | +107.5% |
| All | +161.2% | +132.1% | +29.1% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling