+43.6%
EWZ vs ESI
+312.6%
-269.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | 0.0% |
| 7D | -1.5% | -8.5% | +7.0% | +1.5% |
| 30D | -24.5% | -15.7% | -8.9% | -20.2% |
| 3M | -10.7% | -18.2% | +7.5% | -5.0% |
| 6M | -19.1% | -28.8% | +9.8% | -10.7% |
| YTD | +1.6% | +26.3% | -24.6% | -12.0% |
| 1Y | +4.3% | +18.2% | -13.9% | -7.6% |
| 3Y | +19.0% | +68.1% | -49.1% | -13.2% |
| 5Y | +57.7% | +28.8% | +28.9% | +25.2% |
| All | +43.6% | +312.6% | -269.0% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling