+84.8%
EEM vs ESI
+198.2%
-113.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +2.7% | +5.5% | -2.8% | +1.3% |
| 30D | -5.4% | -7.8% | +2.4% | -3.5% |
| 3M | -8.6% | -15.0% | +6.4% | -5.1% |
| 6M | -8.9% | -24.9% | +16.0% | -2.6% |
| YTD | +11.9% | +33.2% | -21.3% | +3.1% |
| 1Y | +13.1% | +24.9% | -11.9% | +5.6% |
| 3Y | +70.7% | +77.8% | -7.1% | +43.7% |
| 5Y | +31.8% | +37.1% | -5.4% | +16.1% |
| 10Y | +119.5% | +320.5% | -201.0% | +44.3% |
| All | +84.8% | +198.2% | -113.4% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling