+168.4%
A vs ESTC
+24.6%
+143.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.6% |
| 7D | +1.4% | -3.6% | +4.9% | +2.1% |
| 30D | +4.3% | -11.2% | +15.5% | +6.5% |
| 3M | +19.8% | +14.3% | +5.5% | +15.6% |
| 6M | +54.4% | +67.0% | -12.6% | +37.6% |
| YTD | +31.7% | +15.7% | +16.1% | +24.7% |
| 1Y | +22.4% | -6.3% | +28.7% | +20.3% |
| 3Y | +67.7% | +14.5% | +53.2% | +47.9% |
| 5Y | +15.7% | -49.9% | +65.6% | +14.5% |
| All | +168.4% | +24.6% | +143.7% | +86.6% |
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 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