+125.5%
C vs ESTC
+24.7%
+100.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.4% | -2.6% | +2.2% | 0.0% |
| 30D | -5.3% | -8.6% | +3.3% | -4.1% |
| 3M | -8.0% | +14.4% | -22.4% | -10.9% |
| 6M | -0.3% | +73.3% | -73.6% | -10.7% |
| YTD | +8.6% | +15.7% | -7.1% | +3.5% |
| 1Y | +25.8% | -7.6% | +33.4% | +24.2% |
| 3Y | +221.2% | +14.6% | +206.6% | +189.8% |
| 5Y | +113.6% | -50.0% | +163.6% | +112.7% |
| All | +125.5% | +24.7% | +100.7% | +45.6% |
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