+141.9%
EWJ vs EME
+1,362.1%
-1,220.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.1% |
| 7D | +0.3% | +3.5% | -3.2% | -0.6% |
| 30D | +0.8% | -6.3% | +7.1% | +2.4% |
| 3M | +7.5% | -3.8% | +11.3% | +7.9% |
| 6M | +15.6% | +8.5% | +7.1% | +12.2% |
| YTD | +22.7% | +27.8% | -5.1% | +14.0% |
| 1Y | +26.4% | +22.2% | +4.2% | +17.5% |
| 3Y | +72.5% | +253.5% | -180.9% | +15.8% |
| 5Y | +52.4% | +578.6% | -526.2% | -16.3% |
| All | +141.9% | +1,362.1% | -1,220.2% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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