+243.5%
EWY vs ESTC
+23.7%
+219.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.8% |
| 7D | +6.7% | -3.3% | +10.0% | +7.1% |
| 30D | +17.0% | +13.4% | +3.5% | +14.0% |
| 3M | +3.7% | +41.3% | -37.7% | -2.9% |
| 6M | +42.5% | +62.6% | -20.1% | +30.0% |
| YTD | +96.2% | +14.8% | +81.5% | +88.0% |
| 1Y | +160.4% | -5.1% | +165.4% | +156.3% |
| 3Y | +231.7% | +11.2% | +220.5% | +199.7% |
| 5Y | +153.3% | -47.0% | +200.2% | +146.7% |
| All | +243.5% | +23.7% | +219.8% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling