+240.1%
EWY vs ESTC
+31.2%
+208.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +5.3% |
| 7D | +4.8% | -8.1% | +12.9% | +6.1% |
| 30D | +11.7% | +31.7% | -20.0% | +6.3% |
| 3M | -7.4% | +41.1% | -48.5% | -13.0% |
| 6M | +40.6% | +77.1% | -36.5% | +26.5% |
| YTD | +94.3% | +21.7% | +72.6% | +84.5% |
| 1Y | +164.3% | +8.4% | +155.9% | +154.5% |
| 3Y | +221.0% | +23.6% | +197.4% | +184.7% |
| 5Y | +139.1% | -46.5% | +185.6% | +133.3% |
| All | +240.1% | +31.2% | +208.9% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling