+143.8%
EWY vs ESI
+34.0%
+109.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -1.0% |
| 7D | +1.2% | -2.3% | +3.5% | +3.0% |
| 30D | +9.3% | -9.0% | +18.3% | +16.9% |
| 3M | +2.4% | -13.3% | +15.7% | +14.7% |
| 6M | +40.3% | +5.3% | +35.0% | +43.9% |
| YTD | +88.0% | +37.6% | +50.4% | +72.7% |
| 1Y | +143.8% | +33.6% | +110.2% | +126.7% |
| All | +143.8% | +34.0% | +109.8% | +126.7% |
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