+84.1%
EWZ vs EME
+1,278.1%
-1,194.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.1% |
| 7D | +5.6% | +5.2% | +0.4% | +3.7% |
| 30D | +9.3% | -5.4% | +14.6% | +11.1% |
| 3M | +15.7% | -6.1% | +21.8% | +16.7% |
| 6M | +7.4% | +9.7% | -2.2% | +2.1% |
| YTD | +22.7% | +26.6% | -3.9% | +10.3% |
| 1Y | +36.4% | +24.6% | +11.8% | +21.3% |
| 3Y | +50.4% | +249.6% | -199.2% | -19.7% |
| 5Y | +67.6% | +556.6% | -488.9% | -36.5% |
| 10Y | +84.1% | +1,286.6% | -1,202.6% | -53.1% |
| All | +84.1% | +1,278.1% | -1,194.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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