+164.3%
EWY vs ESI
+44.5%
+119.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +2.5% |
| 7D | +4.8% | +3.3% | +1.5% | +2.5% |
| 30D | +11.7% | -5.9% | +17.5% | +16.6% |
| 3M | -7.4% | -14.1% | +6.7% | +3.9% |
| 6M | +40.6% | +6.6% | +34.0% | +40.9% |
| YTD | +94.3% | +45.0% | +49.2% | +72.5% |
| 1Y | +164.3% | +41.5% | +122.8% | +137.8% |
| All | +164.3% | +44.5% | +119.7% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling