+72.5%
EWJ vs ESTC
+6.9%
+65.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.3% | -9.2% | +9.5% | +0.9% |
| 30D | +0.8% | +8.1% | -7.3% | +0.1% |
| 3M | +7.5% | +38.5% | -31.0% | +4.9% |
| 6M | +15.6% | +57.8% | -42.2% | +11.6% |
| YTD | +22.7% | +10.5% | +12.2% | +21.3% |
| 1Y | +26.4% | -6.4% | +32.8% | +26.3% |
| 3Y | +72.5% | +4.7% | +67.9% | +68.5% |
| All | +72.5% | +6.9% | +65.6% | +68.5% |
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