+58.3%
EWZ vs ESTC
-48.1%
+106.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.7% |
| 7D | +1.4% | -1.2% | +2.6% | +1.5% |
| 30D | -25.1% | -8.1% | -17.0% | -24.8% |
| 3M | -7.7% | +20.2% | -27.9% | -9.3% |
| 6M | -15.8% | +72.7% | -88.6% | -19.6% |
| YTD | +3.6% | +19.6% | -16.0% | +1.3% |
| 1Y | +5.5% | +0.3% | +5.2% | +4.5% |
| 3Y | +22.1% | +22.8% | -0.7% | +15.9% |
| 5Y | +58.3% | -50.9% | +109.2% | +48.8% |
| All | +58.3% | -48.1% | +106.4% | +48.8% |
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