+152.2%
EWJ vs EME
+26,350.6%
-26,198.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.4% |
| 7D | +1.0% | +2.7% | -1.7% | +0.3% |
| 30D | +1.0% | -6.8% | +7.8% | +2.6% |
| 3M | +7.2% | -8.8% | +16.1% | +9.0% |
| 6M | +13.9% | +5.0% | +8.9% | +11.6% |
| YTD | +20.8% | +23.5% | -2.7% | +13.5% |
| 1Y | +26.4% | +21.3% | +5.1% | +18.2% |
| 3Y | +71.8% | +241.1% | -169.3% | +20.9% |
| 5Y | +49.9% | +549.2% | -499.3% | -11.2% |
| 10Y | +140.0% | +1,306.4% | -1,166.4% | +12.5% |
| All | +152.2% | +26,350.6% | -26,198.4% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling