+43.6%
EWZ vs EMB
+28.9%
+14.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -0.1% | -1.4% | -1.3% |
| 30D | -24.5% | +1.3% | -25.8% | -26.1% |
| 3M | -10.7% | -2.2% | -8.4% | -7.2% |
| 6M | -19.1% | -2.3% | -16.7% | -15.7% |
| YTD | +1.6% | -0.6% | +2.2% | +3.1% |
| 1Y | +4.3% | +0.5% | +3.8% | +3.9% |
| 3Y | +19.0% | +29.4% | -10.5% | -22.1% |
| 5Y | +57.7% | +6.5% | +51.2% | +54.2% |
| All | +43.6% | +28.9% | +14.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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