+60.8%
EWZ vs EMR
+294.2%
-233.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | +1.3% | +0.7% | +0.6% | +0.9% |
| 30D | -26.2% | +3.5% | -29.7% | -27.6% |
| 3M | -8.6% | +5.9% | -14.6% | -11.9% |
| 6M | -17.0% | +19.4% | -36.5% | -25.5% |
| YTD | +2.2% | +27.7% | -25.5% | -12.6% |
| 1Y | +2.7% | +30.9% | -28.2% | -13.6% |
| 3Y | +18.2% | +104.2% | -86.0% | -27.4% |
| 5Y | +56.0% | +89.6% | -33.6% | -2.6% |
| 10Y | +60.8% | +280.0% | -219.2% | -37.8% |
| All | +60.8% | +294.2% | -233.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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