+226.4%
EWY vs ESI
+81.4%
+145.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.1% |
| 7D | +6.7% | +3.9% | +2.7% | +4.5% |
| 30D | +17.0% | -3.8% | +20.7% | +19.5% |
| 3M | +3.7% | -13.1% | +16.8% | +12.6% |
| 6M | +42.5% | +11.3% | +31.2% | +40.4% |
| YTD | +96.2% | +44.1% | +52.1% | +75.0% |
| 1Y | +160.4% | +40.3% | +120.0% | +133.6% |
| All | +226.4% | +81.4% | +145.1% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling