+212.8%
EWY vs EEM
+83.8%
+128.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -0.6% |
| 7D | +1.2% | -0.7% | +1.9% | +2.5% |
| 30D | +9.3% | +2.4% | +6.9% | +5.7% |
| 3M | +2.4% | +4.2% | -1.7% | -0.5% |
| 6M | +40.3% | +14.8% | +25.5% | +23.4% |
| YTD | +88.0% | +23.1% | +64.9% | +53.7% |
| 1Y | +143.8% | +32.5% | +111.3% | +83.7% |
| All | +212.8% | +83.8% | +128.9% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling