+303.5%
EWY vs EMR
+284.0%
+19.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.7% | +1.9% |
| 7D | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | +7.3% | -6.8% | +14.1% | +11.2% |
| 3M | -5.1% | +7.5% | -12.6% | -8.0% |
| 6M | +42.1% | +9.9% | +32.2% | +37.3% |
| YTD | +94.1% | +16.0% | +78.1% | +82.2% |
| 1Y | +147.8% | +12.4% | +135.4% | +135.2% |
| 3Y | +222.9% | +60.2% | +162.7% | +153.0% |
| 5Y | +150.6% | +67.9% | +82.8% | +88.9% |
| All | +303.5% | +284.0% | +19.5% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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