+57.8%
EWZ vs EMR
+80.8%
-22.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -1.6% | +0.1% | -1.0% |
| 30D | -24.5% | +2.0% | -26.5% | -25.1% |
| 3M | -10.7% | +3.8% | -14.5% | -12.1% |
| 6M | -19.1% | +10.5% | -29.6% | -22.3% |
| YTD | +1.6% | +23.7% | -22.1% | -6.9% |
| 1Y | +4.3% | +25.4% | -21.1% | -5.0% |
| 3Y | +19.0% | +86.6% | -67.6% | -9.9% |
| All | +57.8% | +80.8% | -22.9% | +18.7% |
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