+1,013.0%
ASX vs ESTC
+27.2%
+985.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.5% |
| 7D | +22.1% | +5.8% | +16.3% | +20.6% |
| 30D | -23.8% | -5.6% | -18.2% | -22.5% |
| 3M | -7.6% | +15.4% | -23.0% | -11.1% |
| 6M | +6.9% | +77.8% | -70.9% | -7.7% |
| YTD | +127.7% | +18.1% | +109.6% | +112.7% |
| 1Y | +144.5% | -3.7% | +148.2% | +139.0% |
| 3Y | +377.8% | +16.9% | +360.9% | +315.7% |
| 5Y | +498.2% | -51.2% | +549.5% | +498.4% |
| All | +1,013.0% | +27.2% | +985.8% | +646.9% |
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