+733.3%
EWT vs EMB
+132.1%
+601.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +10.3% | -0.3% | +10.6% | +10.6% |
| 3M | +6.1% | -0.4% | +6.5% | +6.6% |
| 6M | +56.6% | +0.1% | +56.5% | +57.2% |
| YTD | +76.6% | +1.6% | +75.0% | +75.3% |
| 1Y | +97.9% | +5.6% | +92.3% | +90.6% |
| 3Y | +198.0% | +29.8% | +168.2% | +146.5% |
| 5Y | +151.8% | +7.3% | +144.5% | +139.0% |
| 10Y | +514.1% | +30.4% | +483.7% | +413.1% |
| All | +733.3% | +132.1% | +601.1% | +494.9% |
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