+156.9%
EWJ vs ESI
+224.6%
-67.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | -0.2% |
| 7D | +2.5% | +3.3% | -0.8% | +1.8% |
| 30D | +3.3% | -5.9% | +9.1% | +4.5% |
| 3M | +5.0% | -14.1% | +19.1% | +7.8% |
| 6M | +11.5% | +6.6% | +5.0% | +9.2% |
| YTD | +22.4% | +45.0% | -22.6% | +12.5% |
| 1Y | +30.2% | +41.5% | -11.3% | +20.0% |
| 3Y | +72.8% | +78.8% | -5.9% | +50.3% |
| 5Y | +54.1% | +70.9% | -16.8% | +33.5% |
| 10Y | +140.6% | +317.1% | -176.5% | +74.3% |
| All | +156.9% | +224.6% | -67.7% | +93.5% |
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