+19.0%
EWZ vs ESTC
+18.0%
+1.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | -1.5% | -11.5% | +10.0% | -1.0% |
| 30D | -24.5% | -7.5% | -17.0% | -24.4% |
| 3M | -10.7% | +23.1% | -33.8% | -12.1% |
| 6M | -19.1% | +75.3% | -94.4% | -22.2% |
| YTD | +1.6% | +14.1% | -12.5% | +0.3% |
| 1Y | +4.3% | -0.6% | +4.9% | +3.8% |
| 3Y | +19.0% | +20.8% | -1.8% | +15.1% |
| All | +19.0% | +18.0% | +1.0% | +15.1% |
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 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