+49.9%
EWJ vs ESI
+74.4%
-24.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +1.0% | +3.9% | -2.9% | -0.2% |
| 30D | +1.0% | -3.8% | +4.8% | +2.1% |
| 3M | +7.2% | -13.1% | +20.4% | +11.0% |
| 6M | +13.9% | +11.3% | +2.5% | +8.5% |
| YTD | +20.8% | +44.1% | -23.3% | +5.8% |
| 1Y | +26.4% | +40.3% | -14.0% | +11.2% |
| 3Y | +71.8% | +84.1% | -12.3% | +34.9% |
| 5Y | +49.9% | +75.8% | -25.9% | +16.9% |
| All | +49.9% | +74.4% | -24.6% | +16.9% |
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