+32.2%
EEM vs ESI
+36.5%
-4.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +2.7% | +5.5% | -2.8% | +0.8% |
| 30D | -5.4% | -7.8% | +2.4% | -3.0% |
| 3M | -8.6% | -15.0% | +6.4% | -4.0% |
| 6M | -8.9% | -24.9% | +16.0% | -0.8% |
| YTD | +11.9% | +33.2% | -21.3% | +0.4% |
| 1Y | +13.1% | +24.9% | -11.9% | +3.3% |
| 3Y | +70.7% | +77.8% | -7.1% | +33.3% |
| All | +32.2% | +36.5% | -4.3% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling