+43.6%
EEM vs ESI
+66.0%
-22.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -0.7% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | +2.4% | -9.0% | +11.4% | +5.5% |
| 3M | +4.2% | -13.3% | +17.4% | +8.6% |
| 6M | +14.8% | +5.3% | +9.5% | +12.2% |
| YTD | +23.1% | +37.6% | -14.5% | +10.3% |
| 1Y | +32.5% | +33.6% | -1.1% | +19.3% |
| 3Y | +85.9% | +75.8% | +10.1% | +48.5% |
| 5Y | +43.6% | +68.6% | -25.0% | +13.4% |
| All | +43.6% | +66.0% | -22.4% | +13.4% |
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