+125.7%
EEM vs ESI
+310.7%
-185.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -0.8% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | +2.4% | -9.0% | +11.4% | +5.3% |
| 3M | +4.2% | -13.3% | +17.4% | +8.4% |
| 6M | +14.8% | +5.3% | +9.5% | +12.1% |
| YTD | +23.1% | +37.6% | -14.5% | +10.3% |
| 1Y | +32.5% | +33.6% | -1.1% | +19.4% |
| 3Y | +85.9% | +75.8% | +10.1% | +50.1% |
| 5Y | +43.6% | +68.6% | -25.0% | +14.7% |
| All | +125.7% | +310.7% | -185.0% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling