+13.2%
EWZ vs ESI
+195.2%
-182.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +1.3% | -6.6% | +7.9% | +3.4% |
| 30D | -26.2% | -9.8% | -16.3% | -24.1% |
| 3M | -8.6% | -11.9% | +3.3% | -5.8% |
| 6M | -17.0% | -25.1% | +8.1% | -10.9% |
| YTD | +2.2% | +31.9% | -29.7% | -10.5% |
| 1Y | +2.7% | +19.2% | -16.5% | -7.2% |
| 3Y | +18.2% | +76.2% | -58.0% | -9.7% |
| 5Y | +56.0% | +39.4% | +16.6% | +26.0% |
| 10Y | +60.8% | +304.9% | -244.1% | -14.8% |
| All | +13.2% | +195.2% | -182.1% | -32.3% |
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