+308.8%
EWY vs ES
+83.1%
+225.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.9% |
| 7D | +6.7% | 0.0% | +6.7% | +6.6% |
| 30D | +17.0% | -1.0% | +18.0% | +17.2% |
| 3M | +3.7% | +1.5% | +2.2% | +2.8% |
| 6M | +42.5% | -3.5% | +46.0% | +42.9% |
| YTD | +96.2% | +7.0% | +89.3% | +90.7% |
| 1Y | +160.4% | +15.3% | +145.0% | +145.9% |
| 3Y | +231.7% | +30.2% | +201.5% | +195.1% |
| 5Y | +153.3% | -4.3% | +157.6% | +147.6% |
| 10Y | +308.8% | +87.5% | +221.4% | +208.4% |
| All | +308.8% | +83.1% | +225.7% | +208.4% |
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