+222.9%
EWY vs EME
+252.2%
-29.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +1.4% |
| 7D | -0.1% | +3.5% | -3.6% | -1.6% |
| 30D | +7.3% | -6.3% | +13.6% | +10.3% |
| 3M | -5.1% | -3.8% | -1.4% | -3.5% |
| 6M | +42.1% | +8.5% | +33.5% | +40.4% |
| YTD | +94.1% | +27.8% | +66.3% | +84.0% |
| 1Y | +147.8% | +22.2% | +125.6% | +135.8% |
| 3Y | +222.9% | +253.5% | -30.6% | +150.2% |
| All | +222.9% | +252.2% | -29.3% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling