+154.7%
SCHD vs ESTC
+19.1%
+135.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -9.2% | +7.2% | -1.1% |
| 30D | -0.4% | +8.1% | -8.5% | -1.4% |
| 3M | +5.7% | +38.5% | -32.8% | +2.1% |
| 6M | +11.9% | +57.8% | -45.9% | +6.2% |
| YTD | +26.4% | +10.5% | +15.9% | +23.8% |
| 1Y | +27.6% | -6.4% | +34.0% | +26.7% |
| 3Y | +54.9% | +4.7% | +50.3% | +46.7% |
| 5Y | +60.9% | -47.8% | +108.7% | +58.5% |
| All | +154.7% | +19.1% | +135.5% | +97.2% |
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