+298.1%
B vs ESTC
+27.2%
+270.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.2% |
| 7D | -6.2% | +5.8% | -12.0% | -6.5% |
| 30D | -6.6% | -5.6% | -1.0% | -6.3% |
| 3M | -7.9% | +15.4% | -23.3% | -8.8% |
| 6M | -16.8% | +77.8% | -94.6% | -19.8% |
| YTD | -11.7% | +18.1% | -29.7% | -13.1% |
| 1Y | +3.5% | -3.7% | +7.2% | +3.0% |
| 3Y | +165.7% | +16.9% | +148.8% | +156.3% |
| 5Y | +108.4% | -51.2% | +159.7% | +103.7% |
| All | +298.1% | +27.2% | +270.8% | +271.9% |
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