+52.1%
EWZ vs EMR
+87.7%
-35.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | +0.1% | +2.7% | -2.6% | -0.8% |
| 30D | -25.9% | +2.1% | -28.0% | -26.4% |
| 3M | -6.1% | +2.3% | -8.4% | -7.0% |
| 6M | -16.1% | +22.5% | -38.6% | -22.3% |
| YTD | +1.0% | +27.2% | -26.2% | -8.3% |
| 1Y | 0.0% | +28.0% | -28.1% | -9.5% |
| 3Y | +16.8% | +103.4% | -86.6% | -14.4% |
| 5Y | +52.1% | +88.2% | -36.1% | +13.5% |
| All | +52.1% | +87.7% | -35.7% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling