+157.0%
EWY vs EMR
+103.4%
+53.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.2% | +2.8% | +1.4% | +2.5% |
| 30D | -10.7% | +3.7% | -14.3% | -12.2% |
| 3M | -20.1% | +2.0% | -22.1% | -20.7% |
| 6M | -24.3% | +22.1% | -46.4% | -31.2% |
| YTD | +46.9% | +27.2% | +19.6% | +30.8% |
| 1Y | +55.2% | +32.0% | +23.2% | +36.3% |
| 3Y | +157.0% | +103.3% | +53.7% | +85.2% |
| All | +157.0% | +103.4% | +53.6% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling