+139.9%
EWJ vs ESI
+198.2%
-58.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +4.0% | +5.5% | -1.6% | +2.8% |
| 30D | -4.3% | -7.8% | +3.5% | -2.8% |
| 3M | -6.8% | -15.0% | +8.2% | -4.0% |
| 6M | -0.9% | -24.9% | +24.0% | +4.2% |
| YTD | +14.3% | +33.2% | -19.0% | +6.5% |
| 1Y | +15.3% | +24.9% | -9.6% | +8.7% |
| 3Y | +65.6% | +77.8% | -12.1% | +44.2% |
| 5Y | +47.5% | +37.1% | +10.3% | +32.7% |
| 10Y | +126.2% | +320.5% | -194.3% | +64.8% |
| All | +139.9% | +198.2% | -58.3% | +83.3% |
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