+2.1%
EWZ vs ESTC
-3.5%
+5.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +0.8% | +2.4% | -1.7% | +0.8% |
| 30D | -24.4% | -4.2% | -20.1% | -24.5% |
| 3M | -4.6% | +2.5% | -7.1% | -4.7% |
| 6M | -11.6% | +81.5% | -93.1% | -11.9% |
| YTD | +2.4% | +16.8% | -14.5% | +2.6% |
| 1Y | +2.1% | -3.5% | +5.5% | +2.7% |
| All | +2.1% | -3.5% | +5.6% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling