+32.5%
EEM vs ESI
+34.0%
-1.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -0.6% |
| 7D | -0.7% | -2.3% | +1.6% | +0.1% |
| 30D | +2.4% | -9.0% | +11.4% | +5.7% |
| 3M | +4.2% | -13.3% | +17.4% | +9.1% |
| 6M | +14.8% | +5.3% | +9.5% | +13.0% |
| YTD | +23.1% | +37.6% | -14.5% | +12.5% |
| 1Y | +32.5% | +33.6% | -1.1% | +21.9% |
| All | +32.5% | +34.0% | -1.5% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling