+62.4%
EWY vs EME
-3.1%
+65.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | +5.4% |
| 7D | -8.3% | -5.8% | -2.5% | -4.7% |
| 30D | -20.5% | -17.9% | -2.6% | -8.4% |
| 3M | -11.1% | -22.0% | +10.9% | +6.8% |
| 6M | -7.0% | -29.7% | +22.7% | +22.3% |
| YTD | +56.5% | +4.7% | +51.8% | +63.9% |
| 1Y | +62.4% | -2.1% | +64.5% | +75.8% |
| All | +62.4% | -3.1% | +65.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling