+119.3%
EWT vs EMB
+7.3%
+112.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.0% |
| 7D | +13.2% | -0.7% | +13.9% | +14.2% |
| 30D | -14.3% | +0.5% | -14.8% | -14.7% |
| 3M | -8.4% | -2.5% | -5.9% | -5.6% |
| 6M | +3.7% | -2.0% | +5.7% | +6.7% |
| YTD | +53.1% | -0.9% | +53.9% | +56.0% |
| 1Y | +55.5% | -0.3% | +55.8% | +57.6% |
| 3Y | +155.6% | +29.2% | +126.4% | +105.8% |
| 5Y | +119.3% | +7.4% | +111.9% | +107.4% |
| All | +119.3% | +7.3% | +112.0% | +107.4% |
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