+56.6%
EWZ vs ES
+5.0%
+51.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.0% |
| 7D | -4.2% | +5.9% | -10.1% | -5.5% |
| 30D | -26.1% | +10.2% | -36.3% | -28.0% |
| 3M | -12.0% | +0.4% | -12.5% | -12.3% |
| 6M | -19.3% | +6.9% | -26.1% | -20.9% |
| YTD | +0.9% | +10.5% | -9.6% | -2.2% |
| 1Y | +3.4% | +3.2% | +0.2% | +1.7% |
| 3Y | +18.6% | +49.0% | -30.5% | +3.1% |
| 5Y | +56.6% | +4.5% | +52.1% | +53.6% |
| All | +56.6% | +5.0% | +51.6% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling