+463.0%
COST vs ESTC
+25.9%
+437.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +5.0% | +2.4% | +2.6% | +4.7% |
| 30D | +12.8% | -4.2% | +17.1% | +13.0% |
| 3M | +15.2% | +2.5% | +12.7% | +14.2% |
| 6M | +7.4% | +81.5% | -74.1% | -0.3% |
| YTD | +29.0% | +16.8% | +12.2% | +24.8% |
| 1Y | +20.3% | -3.5% | +23.7% | +18.7% |
| 3Y | +99.0% | +17.7% | +81.3% | +83.6% |
| 5Y | +125.7% | -51.7% | +177.4% | +120.7% |
| All | +463.0% | +25.9% | +437.1% | +347.8% |
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