+101.2%
IEFA vs ESTC
+19.3%
+82.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.5% |
| 7D | -2.4% | -13.2% | +10.7% | -0.8% |
| 30D | -2.1% | +9.3% | -11.4% | -3.6% |
| 3M | +5.5% | +37.3% | -31.8% | +0.9% |
| 6M | +8.1% | +61.0% | -52.9% | +0.8% |
| YTD | +11.9% | +10.7% | +1.3% | +8.9% |
| 1Y | +18.1% | -7.2% | +25.2% | +17.0% |
| 3Y | +65.5% | +7.2% | +58.3% | +53.6% |
| 5Y | +50.1% | -47.7% | +97.8% | +47.0% |
| All | +101.2% | +19.3% | +82.0% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling