+106.5%
IEFA vs ESTC
+31.2%
+75.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.7% |
| 7D | +0.6% | -8.1% | +8.7% | +1.5% |
| 30D | +1.0% | +31.7% | -30.6% | -2.7% |
| 3M | +4.7% | +41.1% | -36.3% | -0.2% |
| 6M | +8.6% | +77.1% | -68.5% | +0.1% |
| YTD | +14.8% | +21.7% | -6.9% | +10.5% |
| 1Y | +22.6% | +8.4% | +14.2% | +19.2% |
| 3Y | +67.0% | +23.6% | +43.4% | +52.1% |
| 5Y | +52.3% | -46.5% | +98.7% | +49.2% |
| All | +106.5% | +31.2% | +75.3% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling