+34.7%
EWZ vs EME
+19.7%
+15.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -0.1% | +2.7% | -2.8% | -0.6% |
| 30D | +8.2% | -6.8% | +15.0% | +9.6% |
| 3M | +13.3% | -8.8% | +22.1% | +14.9% |
| 6M | +3.6% | +5.0% | -1.4% | +1.4% |
| YTD | +21.0% | +23.5% | -2.5% | +15.9% |
| 1Y | +34.7% | +21.3% | +13.4% | +29.5% |
| All | +34.7% | +19.7% | +15.0% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling