+98.8%
EWY vs ESTC
-52.1%
+150.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -1.6% |
| 7D | -10.2% | -3.6% | -6.7% | -9.7% |
| 30D | -21.5% | -11.2% | -10.3% | -20.2% |
| 3M | -14.7% | +14.3% | -29.0% | -16.5% |
| 6M | -26.8% | +67.0% | -93.8% | -32.1% |
| YTD | +43.2% | +15.7% | +27.5% | +38.5% |
| 1Y | +48.7% | -6.3% | +55.0% | +47.9% |
| 3Y | +147.9% | +14.5% | +133.4% | +127.7% |
| 5Y | +98.8% | -49.9% | +148.7% | +74.1% |
| All | +98.8% | -52.1% | +150.9% | +74.1% |
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 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