+303.5%
EWY vs EEM
+133.3%
+170.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +2.0% | +1.7% |
| 7D | -0.1% | -1.3% | +1.2% | +1.5% |
| 30D | +7.3% | +2.1% | +5.2% | +5.2% |
| 3M | -5.1% | +1.0% | -6.2% | -3.7% |
| 6M | +42.1% | +15.9% | +26.1% | +27.7% |
| YTD | +94.1% | +24.6% | +69.5% | +63.0% |
| 1Y | +147.8% | +32.3% | +115.5% | +96.1% |
| 3Y | +222.9% | +85.9% | +137.0% | +79.8% |
| 5Y | +150.6% | +45.4% | +105.3% | +80.4% |
| All | +303.5% | +133.3% | +170.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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