+101.9%
EFA vs ESTC
+19.3%
+82.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | -0.4% |
| 7D | -2.4% | -13.2% | +10.8% | -0.8% |
| 30D | -2.2% | +9.3% | -11.6% | -3.7% |
| 3M | +5.7% | +37.3% | -31.7% | +1.0% |
| 6M | +8.2% | +61.0% | -52.8% | +0.9% |
| YTD | +11.8% | +10.7% | +1.1% | +8.8% |
| 1Y | +18.3% | -7.2% | +25.5% | +17.2% |
| 3Y | +64.9% | +7.2% | +57.7% | +53.3% |
| 5Y | +52.4% | -47.7% | +100.1% | +49.3% |
| All | +101.9% | +19.3% | +82.6% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling