+142.7%
EWY vs EMR
+62.1%
+80.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.5% |
| 7D | +1.2% | -1.2% | +2.5% | +1.9% |
| 30D | +9.3% | -9.4% | +18.7% | +15.3% |
| 3M | +2.4% | +8.6% | -6.2% | -1.2% |
| 6M | +40.3% | +6.7% | +33.6% | +37.2% |
| YTD | +88.0% | +13.1% | +74.9% | +78.4% |
| 1Y | +143.8% | +12.7% | +131.1% | +131.0% |
| 3Y | +217.8% | +58.1% | +159.7% | +151.9% |
| 5Y | +142.7% | +63.6% | +79.1% | +84.6% |
| All | +142.7% | +62.1% | +80.6% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling