+176.0%
EWY vs ESI
+198.2%
-22.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +4.2% | +5.5% | -1.3% | +2.5% |
| 30D | -10.7% | -7.8% | -2.9% | -8.1% |
| 3M | -20.1% | -15.0% | -5.1% | -15.6% |
| 6M | -24.3% | -24.9% | +0.6% | -16.6% |
| YTD | +46.9% | +33.2% | +13.6% | +38.9% |
| 1Y | +55.2% | +24.9% | +30.3% | +49.0% |
| 3Y | +157.0% | +77.8% | +79.2% | +122.5% |
| 5Y | +98.9% | +37.1% | +61.7% | +80.6% |
| 10Y | +226.3% | +320.5% | -94.2% | +125.8% |
| All | +176.0% | +198.2% | -22.2% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling