+79.5%
ABT vs ESTC
+24.6%
+54.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | +1.0% | -3.6% | +4.5% | +1.3% |
| 30D | +11.6% | -11.2% | +22.8% | +12.7% |
| 3M | +2.3% | +14.3% | -12.0% | +0.2% |
| 6M | +32.7% | +67.0% | -34.2% | +24.2% |
| YTD | -9.6% | +15.7% | -25.3% | -12.5% |
| 1Y | -10.1% | -6.3% | -3.8% | -11.0% |
| 3Y | +25.2% | +14.5% | +10.7% | +14.2% |
| 5Y | -4.5% | -49.9% | +45.3% | -5.2% |
| All | +79.5% | +24.6% | +54.8% | +30.0% |
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