+50.4%
EWZ vs EMR
+62.0%
-11.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +5.6% | +3.1% | +2.5% | +4.7% |
| 30D | +9.3% | -3.5% | +12.8% | +10.2% |
| 3M | +15.7% | +9.8% | +5.9% | +12.1% |
| 6M | +7.4% | +10.8% | -3.4% | +3.5% |
| YTD | +22.7% | +15.9% | +6.7% | +16.4% |
| 1Y | +36.4% | +16.4% | +20.0% | +28.9% |
| 3Y | +50.4% | +62.1% | -11.7% | +31.4% |
| All | +50.4% | +62.0% | -11.6% | +31.4% |
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