+47.5%
IEFA vs ESTC
-49.1%
+96.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +1.3% | +5.8% | -4.5% | +0.7% |
| 30D | +0.1% | -5.6% | +5.7% | +0.6% |
| 3M | -4.2% | +15.4% | -19.6% | -6.1% |
| 6M | +1.9% | +77.8% | -75.9% | -4.7% |
| YTD | +9.9% | +18.1% | -8.1% | +6.7% |
| 1Y | +11.5% | -3.7% | +15.2% | +10.5% |
| 3Y | +66.0% | +16.9% | +49.1% | +54.3% |
| 5Y | +47.5% | -51.2% | +98.7% | +35.9% |
| All | +47.5% | -49.1% | +96.6% | +35.9% |
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