+125.1%
C vs ESTC
+25.9%
+99.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +4.2% | +2.4% | +1.8% | +3.7% |
| 30D | +2.0% | -4.2% | +6.2% | +2.5% |
| 3M | -10.1% | +2.5% | -12.6% | -11.2% |
| 6M | +1.0% | +81.5% | -80.5% | -10.3% |
| YTD | +8.5% | +16.8% | -8.4% | +3.2% |
| 1Y | +25.7% | -3.5% | +29.2% | +23.2% |
| 3Y | +216.0% | +17.7% | +198.3% | +183.7% |
| 5Y | +112.3% | -51.7% | +164.1% | +113.3% |
| All | +125.1% | +25.9% | +99.2% | +45.1% |
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