+25.2%
EWJ vs ESI
+34.0%
-8.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.7% |
| 7D | -1.5% | -2.3% | +0.8% | -0.9% |
| 30D | +0.2% | -9.0% | +9.2% | +2.7% |
| 3M | +8.6% | -13.3% | +21.8% | +12.1% |
| 6M | +12.1% | +5.3% | +6.9% | +8.3% |
| YTD | +20.1% | +37.6% | -17.5% | +7.0% |
| 1Y | +25.2% | +33.6% | -8.4% | +11.8% |
| All | +25.2% | +34.0% | -8.8% | +11.8% |
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