+27.1%
SCHD vs ESTC
-7.6%
+34.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.3% |
| 7D | -3.1% | -13.2% | +10.1% | -3.1% |
| 30D | -0.8% | +9.3% | -10.2% | -0.7% |
| 3M | +6.2% | +37.3% | -31.1% | +6.6% |
| 6M | +11.8% | +61.0% | -49.2% | +12.7% |
| YTD | +26.0% | +10.7% | +15.3% | +26.1% |
| All | +27.1% | -7.6% | +34.8% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling