+303.5%
EWY vs ESI
+312.8%
-9.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.1% |
| 7D | -0.1% | -4.6% | +4.6% | +1.8% |
| 30D | +7.3% | -10.5% | +17.8% | +12.2% |
| 3M | -5.1% | -19.8% | +14.7% | +4.1% |
| 6M | +42.1% | +5.8% | +36.2% | +41.8% |
| YTD | +94.1% | +38.3% | +55.8% | +76.0% |
| 1Y | +147.8% | +31.5% | +116.3% | +127.8% |
| 3Y | +222.9% | +80.7% | +142.2% | +160.3% |
| 5Y | +150.6% | +69.4% | +81.2% | +102.1% |
| All | +303.5% | +312.8% | -9.3% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling