+432.5%
EWZ vs EME
+12,021.1%
-11,588.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | +6.5% | +1.9% | +4.6% | +5.6% |
| 30D | +4.8% | -8.3% | +13.1% | +8.7% |
| 3M | +9.9% | -10.7% | +20.6% | +13.4% |
| 6M | +1.9% | +1.9% | +0.1% | -1.5% |
| YTD | +20.3% | +23.5% | -3.2% | +5.6% |
| 1Y | +35.6% | +18.0% | +17.7% | +19.2% |
| 3Y | +43.4% | +236.1% | -192.7% | -30.6% |
| 5Y | +55.9% | +527.9% | -471.9% | -47.1% |
| 10Y | +84.2% | +1,252.8% | -1,168.6% | -60.6% |
| All | +432.5% | +12,021.1% | -11,588.6% | -48.4% |
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