+155.0%
EWY vs ES
+42.6%
+112.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.7% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -19.8% | +5.7% | -25.5% | -20.2% |
| 3M | -14.4% | -2.8% | -11.6% | -14.3% |
| 6M | -25.3% | +7.0% | -32.3% | -26.4% |
| YTD | +46.2% | +6.8% | +39.4% | +44.1% |
| 1Y | +58.3% | -0.5% | +58.7% | +57.4% |
| 3Y | +155.0% | +47.2% | +107.8% | +126.9% |
| All | +155.0% | +42.6% | +112.3% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling