+1,236.8%
EWY vs EMR
+1,016.2%
+220.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.6% |
| 7D | +4.8% | -1.5% | +6.3% | +5.8% |
| 30D | +11.7% | -5.6% | +17.3% | +15.6% |
| 3M | -7.4% | +7.9% | -15.3% | -10.8% |
| 6M | +40.6% | +6.0% | +34.5% | +37.7% |
| YTD | +94.3% | +16.4% | +77.8% | +78.8% |
| 1Y | +164.3% | +16.6% | +147.7% | +141.8% |
| 3Y | +221.0% | +62.9% | +158.1% | +131.1% |
| 5Y | +139.1% | +60.1% | +79.0% | +69.9% |
| 10Y | +298.8% | +268.8% | +30.0% | +50.5% |
| All | +1,236.8% | +1,016.2% | +220.7% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling