+230.2%
EWY vs ESTC
+11.7%
+218.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.2% | +0.8% |
| 7D | +8.0% | -4.3% | +12.3% | +8.3% |
| 30D | +14.3% | +17.7% | -3.4% | +12.6% |
| 3M | +2.3% | +42.3% | -40.0% | -0.9% |
| 6M | +49.9% | +64.6% | -14.7% | +43.3% |
| YTD | +95.3% | +17.2% | +78.1% | +91.7% |
| 1Y | +161.7% | -4.2% | +165.9% | +161.4% |
| 3Y | +230.2% | +13.5% | +216.6% | +225.0% |
| All | +230.2% | +11.7% | +218.4% | +225.0% |
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 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