+50.3%
EWZ vs EMR
+319.4%
-269.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | -0.3% |
| 7D | +1.4% | +2.1% | -0.7% | +0.2% |
| 30D | -25.1% | +4.8% | -29.9% | -27.0% |
| 3M | -7.7% | +7.5% | -15.2% | -11.6% |
| 6M | -15.8% | +20.9% | -36.7% | -24.8% |
| YTD | +3.6% | +29.2% | -25.6% | -11.8% |
| 1Y | +5.5% | +33.0% | -27.5% | -11.8% |
| 3Y | +22.1% | +109.8% | -87.6% | -25.7% |
| 5Y | +58.3% | +91.9% | -33.6% | -1.2% |
| 10Y | +50.3% | +301.5% | -251.2% | -36.2% |
| All | +50.3% | +319.4% | -269.1% | -36.2% |
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