+295.3%
EWY vs EMB
+132.1%
+163.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +11.7% | -0.3% | +12.0% | +12.1% |
| 3M | -7.4% | -0.4% | -7.0% | -6.6% |
| 6M | +40.6% | +0.1% | +40.4% | +42.0% |
| YTD | +94.3% | +1.6% | +92.7% | +93.6% |
| 1Y | +164.3% | +5.6% | +158.7% | +153.6% |
| 3Y | +221.0% | +29.8% | +191.1% | +153.2% |
| 5Y | +139.1% | +7.3% | +131.8% | +126.6% |
| 10Y | +298.8% | +30.4% | +268.4% | +222.7% |
| All | +295.3% | +132.1% | +163.2% | +115.7% |
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 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