+317.5%
B vs ESTC
+24.6%
+292.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -5.9% |
| 7D | +7.1% | -3.6% | +10.7% | +7.3% |
| 30D | -3.3% | -11.2% | +7.8% | -2.7% |
| 3M | -2.5% | +14.3% | -16.9% | -3.5% |
| 6M | -7.2% | +67.0% | -74.2% | -10.2% |
| YTD | -7.4% | +15.7% | -23.0% | -8.7% |
| 1Y | +16.4% | -6.3% | +22.7% | +16.1% |
| 3Y | +178.7% | +14.5% | +164.2% | +169.2% |
| 5Y | +121.7% | -49.9% | +171.6% | +116.6% |
| All | +317.5% | +24.6% | +292.9% | +290.5% |
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