+65.6%
IEFA vs ESTC
+16.0%
+49.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | +1.3% | +5.8% | -4.5% | +0.9% |
| 30D | +0.1% | -5.6% | +5.7% | +0.4% |
| 3M | -4.2% | +15.4% | -19.6% | -5.3% |
| 6M | +1.9% | +77.8% | -75.9% | -2.2% |
| YTD | +9.9% | +18.1% | -8.1% | +8.2% |
| 1Y | +11.5% | -3.7% | +15.2% | +11.3% |
| All | +65.6% | +16.0% | +49.6% | +61.3% |
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