+198.9%
EWY vs EMB
+126.0%
+72.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | +4.2% | -0.9% | +5.1% | +5.3% |
| 30D | -10.7% | +0.4% | -11.0% | -11.0% |
| 3M | -20.1% | -3.1% | -16.9% | -17.2% |
| 6M | -24.3% | -2.1% | -22.2% | -22.1% |
| YTD | +46.9% | -1.1% | +48.0% | +50.7% |
| 1Y | +55.2% | -0.1% | +55.2% | +57.7% |
| 3Y | +157.0% | +29.6% | +127.4% | +103.8% |
| 5Y | +98.9% | +7.2% | +91.7% | +89.4% |
| 10Y | +226.3% | +35.5% | +190.8% | +158.8% |
| All | +198.9% | +126.0% | +72.9% | +67.9% |
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