+303.5%
EWY vs EME
+1,362.1%
-1,058.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +1.6% |
| 7D | -0.1% | +3.5% | -3.6% | -1.4% |
| 30D | +7.3% | -6.3% | +13.6% | +10.0% |
| 3M | -5.1% | -3.8% | -1.4% | -3.4% |
| 6M | +42.1% | +8.5% | +33.5% | +39.8% |
| YTD | +94.1% | +27.8% | +66.3% | +80.9% |
| 1Y | +147.8% | +22.2% | +125.6% | +132.0% |
| 3Y | +222.9% | +253.5% | -30.6% | +102.1% |
| 5Y | +150.6% | +578.6% | -428.0% | +21.2% |
| All | +303.5% | +1,362.1% | -1,058.6% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling