+164.3%
EWY vs EME
+19.7%
+144.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.4% |
| 7D | +4.8% | +1.9% | +2.9% | +3.5% |
| 30D | +11.7% | -8.3% | +19.9% | +18.3% |
| 3M | -7.4% | -10.7% | +3.3% | +0.1% |
| 6M | +40.6% | +1.9% | +38.7% | +43.6% |
| YTD | +94.3% | +23.5% | +70.8% | +87.1% |
| 1Y | +164.3% | +18.0% | +146.3% | +154.0% |
| All | +164.3% | +19.7% | +144.6% | +154.0% |
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