+265.2%
EWY vs ESI
+224.6%
+40.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.7% |
| 7D | +4.8% | +3.3% | +1.5% | +3.8% |
| 30D | +11.7% | -5.9% | +17.5% | +13.8% |
| 3M | -7.4% | -14.1% | +6.7% | -2.4% |
| 6M | +40.6% | +6.6% | +34.0% | +40.0% |
| YTD | +94.3% | +45.0% | +49.2% | +78.2% |
| 1Y | +164.3% | +41.5% | +122.8% | +143.4% |
| 3Y | +221.0% | +78.8% | +142.2% | +174.7% |
| 5Y | +139.1% | +70.9% | +68.2% | +104.1% |
| 10Y | +298.8% | +317.1% | -18.3% | +170.4% |
| All | +265.2% | +224.6% | +40.5% | +160.2% |
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