+206.3%
ALL vs ESTC
+28.9%
+177.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.7% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | +10.6% | -8.1% | +18.7% | +11.1% |
| 3M | -4.6% | +20.2% | -24.7% | -6.1% |
| 6M | +20.2% | +72.7% | -52.6% | +14.9% |
| YTD | +23.7% | +19.6% | +4.1% | +20.9% |
| 1Y | +27.9% | +0.3% | +27.6% | +26.5% |
| 3Y | +109.2% | +22.8% | +86.4% | +97.3% |
| 5Y | +148.0% | -50.9% | +198.9% | +149.7% |
| All | +206.3% | +28.9% | +177.4% | +130.2% |
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