+43.6%
EWZ vs ES
+85.7%
-42.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.7% |
| 7D | -1.5% | +1.9% | -3.4% | -2.2% |
| 30D | -24.5% | +7.1% | -31.6% | -26.5% |
| 3M | -10.7% | -1.9% | -8.8% | -10.3% |
| 6M | -19.1% | +4.4% | -23.4% | -20.8% |
| YTD | +1.6% | +7.3% | -5.7% | -1.9% |
| 1Y | +4.3% | +2.1% | +2.2% | +2.1% |
| 3Y | +19.0% | +41.8% | -22.9% | -0.4% |
| 5Y | +57.7% | +1.4% | +56.2% | +50.0% |
| All | +43.6% | +85.7% | -42.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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