+358.7%
COST vs ESTC
+23.7%
+335.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.6% |
| 7D | -2.8% | -3.3% | +0.6% | -2.5% |
| 30D | -5.3% | +13.4% | -18.7% | -6.8% |
| 3M | -6.7% | +41.3% | -48.0% | -10.5% |
| 6M | -9.9% | +62.6% | -72.5% | -15.4% |
| YTD | +5.1% | +14.8% | -9.6% | +2.2% |
| 1Y | -7.3% | -5.1% | -2.2% | -8.2% |
| 3Y | +70.4% | +11.2% | +59.2% | +58.6% |
| 5Y | +104.4% | -47.0% | +151.4% | +97.9% |
| All | +358.7% | +23.7% | +335.0% | +266.8% |
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