+171.8%
A vs ESTC
+28.9%
+142.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +2.2% |
| 7D | +4.8% | -1.2% | +5.9% | +5.0% |
| 30D | +5.6% | -8.1% | +13.8% | +7.2% |
| 3M | +23.6% | +20.2% | +3.4% | +18.2% |
| 6M | +56.4% | +72.7% | -16.4% | +38.5% |
| YTD | +33.4% | +19.6% | +13.8% | +25.5% |
| 1Y | +23.7% | +0.3% | +23.4% | +19.9% |
| 3Y | +71.0% | +22.8% | +48.2% | +48.6% |
| 5Y | +16.8% | -50.9% | +67.7% | +16.3% |
| All | +171.8% | +28.9% | +142.9% | +87.8% |
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 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