+1,428.8%
EWY vs EEM
+862.7%
+566.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +8.0% | +3.1% | +4.9% | +4.9% |
| 30D | +14.3% | +4.9% | +9.5% | +9.5% |
| 3M | +2.3% | +5.2% | -2.9% | -0.1% |
| 6M | +49.9% | +20.7% | +29.1% | +31.7% |
| YTD | +95.3% | +26.5% | +68.9% | +65.5% |
| 1Y | +161.7% | +37.8% | +123.9% | +104.9% |
| 3Y | +230.2% | +91.0% | +139.2% | +90.9% |
| 5Y | +148.1% | +47.0% | +101.1% | +84.6% |
| 10Y | +293.2% | +125.6% | +167.6% | +98.4% |
| All | +1,428.8% | +862.7% | +566.0% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling