+68.2%
EFA vs ESTC
+11.7%
+56.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | -0.3% |
| 7D | +1.2% | -4.3% | +5.5% | +1.4% |
| 30D | -0.7% | +17.7% | -18.4% | -1.9% |
| 3M | +6.4% | +42.3% | -35.9% | +3.8% |
| 6M | +11.4% | +64.6% | -53.2% | +7.5% |
| YTD | +14.0% | +17.2% | -3.2% | +12.4% |
| 1Y | +20.2% | -4.2% | +24.4% | +20.1% |
| 3Y | +68.2% | +13.5% | +54.7% | +64.1% |
| All | +68.2% | +11.7% | +56.5% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling