+49.9%
EWJ vs ESTC
-46.4%
+96.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | +1.0% | -3.3% | +4.3% | +1.3% |
| 30D | +1.0% | +13.4% | -12.5% | -0.6% |
| 3M | +7.2% | +41.3% | -34.1% | +3.2% |
| 6M | +13.9% | +62.6% | -48.7% | +7.6% |
| YTD | +20.8% | +14.8% | +6.0% | +17.9% |
| 1Y | +26.4% | -5.1% | +31.4% | +25.4% |
| 3Y | +71.8% | +11.2% | +60.6% | +61.4% |
| 5Y | +49.9% | -47.0% | +96.8% | +41.4% |
| All | +49.9% | -46.4% | +96.3% | +41.4% |
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