+56.6%
EWZ vs ESTC
-51.6%
+108.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -1.1% |
| 7D | -4.2% | -18.5% | +14.3% | -3.0% |
| 30D | -26.1% | -11.0% | -15.1% | -25.7% |
| 3M | -12.0% | +20.8% | -32.8% | -13.6% |
| 6M | -19.3% | +67.9% | -87.2% | -22.8% |
| YTD | +0.9% | +11.6% | -10.7% | -0.9% |
| 1Y | +3.4% | -3.3% | +6.6% | +2.5% |
| 3Y | +18.6% | +16.4% | +2.2% | +12.9% |
| 5Y | +56.6% | -49.9% | +106.5% | +46.2% |
| All | +56.6% | -51.6% | +108.2% | +46.2% |
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