+179.8%
BLK vs ESTC
+19.1%
+160.7%
-43.9%
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 | -3.3% | -9.2% | +5.9% | -1.6% |
| 30D | -6.5% | +8.1% | -14.6% | -8.5% |
| 3M | +6.7% | +38.5% | -31.7% | -0.6% |
| 6M | +14.7% | +57.8% | -43.1% | +3.4% |
| YTD | +2.5% | +10.5% | -8.0% | -1.7% |
| 1Y | -2.8% | -6.4% | +3.6% | -4.4% |
| 3Y | +65.9% | +4.7% | +61.2% | +49.2% |
| 5Y | +33.0% | -47.8% | +80.7% | +29.2% |
| All | +179.8% | +19.1% | +160.7% | +91.8% |
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