+432.5%
EWZ vs EMR
+875.3%
-442.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.8% |
| 7D | +6.5% | -1.5% | +8.0% | +7.4% |
| 30D | +4.8% | -5.6% | +10.5% | +8.4% |
| 3M | +9.9% | +7.9% | +2.0% | +3.3% |
| 6M | +1.9% | +6.0% | -4.1% | -3.7% |
| YTD | +20.3% | +16.4% | +3.9% | +5.8% |
| 1Y | +35.6% | +16.6% | +19.0% | +18.2% |
| 3Y | +43.4% | +62.9% | -19.4% | -5.8% |
| 5Y | +55.9% | +60.1% | -4.2% | -0.1% |
| 10Y | +84.2% | +268.7% | -184.6% | -39.0% |
| All | +432.5% | +875.3% | -442.7% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling