+237.8%
EWY vs ES
+92.3%
+145.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.9% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | -13.1% | +6.7% | -19.8% | -14.8% |
| 3M | -11.6% | +0.3% | -12.0% | -12.0% |
| 6M | -23.4% | +7.4% | -30.8% | -25.7% |
| YTD | +52.0% | +8.4% | +43.6% | +46.9% |
| 1Y | +58.6% | +0.6% | +58.0% | +56.1% |
| 3Y | +163.3% | +50.6% | +112.7% | +123.6% |
| 5Y | +108.7% | +4.8% | +103.8% | +97.3% |
| 10Y | +237.8% | +93.1% | +144.7% | +169.3% |
| All | +237.8% | +92.3% | +145.5% | +169.3% |
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