+154.5%
EWT vs EMB
+7.1%
+147.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +9.4% | -0.3% | +9.6% | +9.7% |
| 3M | +10.9% | -0.3% | +11.2% | +11.4% |
| 6M | +57.9% | +0.7% | +57.2% | +57.5% |
| YTD | +75.9% | +1.3% | +74.7% | +74.7% |
| 1Y | +89.7% | +4.7% | +85.0% | +82.4% |
| 3Y | +200.9% | +30.1% | +170.8% | +139.1% |
| 5Y | +154.5% | +6.9% | +147.6% | +144.7% |
| All | +154.5% | +7.1% | +147.4% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling