+60.3%
SCHD vs ESTC
-49.0%
+109.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | 0.0% |
| 7D | -3.1% | -13.2% | +10.1% | -2.1% |
| 30D | -0.8% | +9.3% | -10.2% | -1.7% |
| 3M | +6.2% | +37.3% | -31.1% | +3.4% |
| 6M | +11.8% | +61.0% | -49.2% | +7.3% |
| YTD | +26.0% | +10.7% | +15.3% | +24.0% |
| 1Y | +28.1% | -7.2% | +35.3% | +27.7% |
| 3Y | +54.6% | +7.2% | +47.4% | +47.7% |
| 5Y | +60.3% | -47.7% | +108.0% | +50.8% |
| All | +60.3% | -49.0% | +109.3% | +50.8% |
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