+52.3%
EWZ vs ESI
+44.9%
+7.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | 0.0% |
| 7D | +0.6% | +1.8% | -1.2% | +0.1% |
| 30D | -25.5% | -6.6% | -18.9% | -24.6% |
| 3M | -4.5% | -9.4% | +4.8% | -3.0% |
| 6M | -15.3% | -24.1% | +8.8% | -10.8% |
| YTD | +3.1% | +37.1% | -34.1% | -8.2% |
| 1Y | +1.2% | +24.5% | -23.3% | -7.7% |
| 3Y | +19.3% | +83.2% | -63.9% | -5.8% |
| 5Y | +52.3% | +44.0% | +8.3% | +29.1% |
| All | +52.3% | +44.9% | +7.4% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling