+98.5%
EWY vs EMB
+7.3%
+91.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | +4.2% | -0.9% | +5.1% | +5.6% |
| 30D | -10.7% | +0.4% | -11.0% | -11.1% |
| 3M | -20.1% | -3.1% | -16.9% | -16.2% |
| 6M | -24.3% | -2.1% | -22.2% | -21.3% |
| YTD | +46.9% | -1.1% | +48.0% | +52.1% |
| 1Y | +55.2% | -0.1% | +55.2% | +58.8% |
| 3Y | +157.0% | +29.6% | +127.4% | +99.6% |
| All | +98.5% | +7.3% | +91.3% | +94.7% |
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