+349.8%
EWZ vs EME
+9,684.5%
-9,334.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.3% |
| 7D | -1.5% | -10.5% | +9.0% | +3.0% |
| 30D | -24.5% | -22.4% | -2.1% | -16.2% |
| 3M | -10.7% | -24.7% | +14.0% | -0.3% |
| 6M | -19.1% | -35.5% | +16.4% | -4.6% |
| YTD | +1.6% | -0.3% | +2.0% | -3.2% |
| 1Y | +4.3% | -6.7% | +11.0% | +2.3% |
| 3Y | +19.0% | +190.6% | -171.7% | -39.5% |
| 5Y | +57.7% | +367.3% | -309.6% | -39.1% |
| 10Y | +51.3% | +954.5% | -903.1% | -64.2% |
| All | +349.8% | +9,684.5% | -9,334.6% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling