+69.9%
ABT vs ESTC
+23.7%
+46.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -4.7% | -3.3% | -1.4% | -4.4% |
| 30D | -3.1% | +13.4% | -16.6% | -4.8% |
| 3M | +16.1% | +41.3% | -25.2% | +11.2% |
| 6M | -5.3% | +62.6% | -67.9% | -11.1% |
| YTD | -14.4% | +14.8% | -29.2% | -16.9% |
| 1Y | -18.4% | -5.1% | -13.4% | -19.3% |
| 3Y | +11.2% | +11.2% | 0.0% | +1.9% |
| 5Y | -9.4% | -47.0% | +37.6% | -11.0% |
| All | +69.9% | +23.7% | +46.3% | +23.6% |
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