+108.4%
EEM vs ESI
+224.6%
-116.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.1% |
| 7D | +2.3% | +3.3% | -1.0% | +1.5% |
| 30D | +4.5% | -5.9% | +10.4% | +6.1% |
| 3M | -0.1% | -14.1% | +14.0% | +3.6% |
| 6M | +16.9% | +6.6% | +10.4% | +14.4% |
| YTD | +26.2% | +45.0% | -18.8% | +14.1% |
| 1Y | +40.5% | +41.5% | -0.9% | +27.4% |
| 3Y | +86.2% | +78.8% | +7.4% | +56.6% |
| 5Y | +45.5% | +70.9% | -25.4% | +21.6% |
| 10Y | +128.6% | +317.1% | -188.4% | +49.3% |
| All | +108.4% | +224.6% | -116.2% | +50.7% |
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