+53.4%
EFA vs ESTC
-46.4%
+99.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -0.5% | -3.3% | +2.9% | -0.2% |
| 30D | -1.3% | +13.4% | -14.8% | -2.9% |
| 3M | +5.2% | +41.3% | -36.1% | +1.1% |
| 6M | +9.4% | +62.6% | -53.2% | +3.1% |
| YTD | +12.7% | +14.8% | -2.0% | +9.9% |
| 1Y | +19.3% | -5.1% | +24.3% | +18.4% |
| 3Y | +66.3% | +11.2% | +55.2% | +55.6% |
| 5Y | +53.4% | -47.0% | +100.3% | +44.8% |
| All | +53.4% | -46.4% | +99.7% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling