+19.0%
EWZ vs EMR
+85.7%
-66.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -1.6% | +0.1% | -1.1% |
| 30D | -24.5% | +2.0% | -26.5% | -24.9% |
| 3M | -10.7% | +3.8% | -14.5% | -11.8% |
| 6M | -19.1% | +10.5% | -29.6% | -21.7% |
| YTD | +1.6% | +23.7% | -22.1% | -5.1% |
| 1Y | +4.3% | +25.4% | -21.1% | -3.0% |
| 3Y | +19.0% | +86.6% | -67.6% | +1.5% |
| All | +19.0% | +85.7% | -66.7% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling