+12.6%
EWZ vs ESI
+182.6%
-170.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.1% |
| 7D | -1.5% | -8.5% | +7.0% | +1.2% |
| 30D | -24.5% | -15.7% | -8.9% | -20.7% |
| 3M | -10.7% | -18.2% | +7.5% | -5.7% |
| 6M | -19.1% | -28.8% | +9.8% | -11.7% |
| YTD | +1.6% | +26.3% | -24.6% | -9.7% |
| 1Y | +4.3% | +18.2% | -13.9% | -5.5% |
| 3Y | +19.0% | +68.1% | -49.1% | -7.7% |
| 5Y | +57.7% | +28.8% | +28.9% | +30.7% |
| 10Y | +51.3% | +329.8% | -278.5% | -20.7% |
| All | +12.6% | +182.6% | -170.1% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling