+310.9%
B vs ESTC
+24.7%
+286.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.7% | -2.6% | 0.0% | -2.5% |
| 30D | -4.3% | -8.6% | +4.3% | -3.9% |
| 3M | -2.3% | +14.4% | -16.6% | -3.3% |
| 6M | -16.2% | +73.3% | -89.5% | -19.1% |
| YTD | -8.8% | +15.7% | -24.6% | -10.1% |
| 1Y | +11.4% | -7.6% | +18.9% | +11.1% |
| 3Y | +174.3% | +14.6% | +159.7% | +164.9% |
| 5Y | +116.2% | -50.0% | +166.2% | +111.2% |
| All | +310.9% | +24.7% | +286.2% | +284.3% |
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