+216.5%
EWY vs ES
+87.3%
+129.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -10.2% | +0.9% | -11.1% | -10.6% |
| 30D | -21.5% | +5.9% | -27.4% | -22.9% |
| 3M | -14.7% | -1.0% | -13.7% | -14.8% |
| 6M | -26.8% | +7.2% | -34.0% | -29.1% |
| YTD | +43.2% | +7.0% | +36.2% | +38.7% |
| 1Y | +48.7% | +0.5% | +48.3% | +46.3% |
| 3Y | +147.9% | +48.7% | +99.3% | +111.2% |
| 5Y | +98.8% | +1.9% | +96.9% | +89.6% |
| 10Y | +216.5% | +89.2% | +127.4% | +153.3% |
| All | +216.5% | +87.3% | +129.2% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling