+2.7%
EWZ vs ESI
+18.3%
-15.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +1.3% | -6.6% | +7.9% | +2.3% |
| 30D | -26.2% | -9.8% | -16.3% | -25.1% |
| 3M | -8.6% | -11.9% | +3.3% | -7.2% |
| 6M | -17.0% | -25.1% | +8.1% | -13.9% |
| YTD | +2.2% | +31.9% | -29.7% | -5.4% |
| 1Y | +2.7% | +19.2% | -16.5% | -3.8% |
| All | +2.7% | +18.3% | -15.7% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling