+228.6%
EWY vs ES
+32.6%
+196.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +11.7% | -2.0% | +13.6% | +11.9% |
| 3M | -7.4% | +1.7% | -9.1% | -7.9% |
| 6M | +40.6% | -3.5% | +44.1% | +41.0% |
| YTD | +94.3% | +7.9% | +86.4% | +91.0% |
| 1Y | +164.3% | +17.2% | +147.1% | +154.9% |
| All | +228.6% | +32.6% | +196.0% | +196.9% |
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