+229.1%
EWY vs ESTC
+19.3%
+209.8%
-49.7%
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 | -4.2% | -3.6% | -0.6% | -3.7% |
| 7D | +1.2% | -13.2% | +14.4% | +3.4% |
| 30D | +9.3% | +9.3% | 0.0% | +7.1% |
| 3M | +2.4% | +37.3% | -34.9% | -3.6% |
| 6M | +40.3% | +61.0% | -20.7% | +28.1% |
| YTD | +88.0% | +10.7% | +77.3% | +81.2% |
| 1Y | +143.8% | -7.2% | +151.0% | +140.8% |
| 3Y | +217.8% | +7.2% | +210.6% | +188.8% |
| 5Y | +142.7% | -47.7% | +190.4% | +136.7% |
| All | +229.1% | +19.3% | +209.8% | +135.1% |
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 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