+74.5%
SCHD vs ESTC
+14.8%
+59.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | +2.7% | +2.4% | +0.3% | +2.6% |
| 30D | +7.1% | -4.2% | +11.4% | +7.3% |
| 3M | +5.7% | +2.5% | +3.3% | +5.4% |
| 6M | +15.6% | +81.5% | -65.9% | +11.9% |
| YTD | +34.9% | +16.8% | +18.1% | +33.4% |
| 1Y | +37.4% | -3.5% | +40.8% | +37.3% |
| 3Y | +74.5% | +17.7% | +56.8% | +70.4% |
| All | +74.5% | +14.8% | +59.8% | +70.4% |
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