+44.7%
EWZ vs ESTC
+25.2%
+19.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.5% |
| 7D | +6.5% | -8.1% | +14.6% | +6.9% |
| 30D | +4.8% | +31.7% | -26.8% | +3.2% |
| 3M | +9.9% | +41.1% | -31.2% | +7.6% |
| 6M | +1.9% | +77.1% | -75.1% | -1.6% |
| YTD | +20.3% | +21.7% | -1.4% | +18.6% |
| 1Y | +35.6% | +8.4% | +27.2% | +34.5% |
| All | +44.7% | +25.2% | +19.6% | +40.6% |
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