+344.7%
B vs ESTC
+28.9%
+315.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.6% | +3.9% |
| 7D | +11.3% | -1.2% | +12.5% | +11.4% |
| 30D | +2.9% | -8.1% | +11.1% | +3.4% |
| 3M | -2.9% | +20.2% | -23.0% | -4.1% |
| 6M | -1.2% | +72.7% | -73.9% | -4.6% |
| YTD | -1.3% | +19.6% | -21.0% | -3.0% |
| 1Y | +30.4% | +0.3% | +30.1% | +29.5% |
| 3Y | +195.3% | +22.8% | +172.5% | +183.9% |
| 5Y | +146.2% | -50.9% | +197.1% | +140.5% |
| All | +344.7% | +28.9% | +315.7% | +315.1% |
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