+453.5%
COST vs ESTC
+24.7%
+428.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +3.9% | -2.6% | +6.6% | +4.2% |
| 30D | +13.5% | -8.6% | +22.1% | +14.3% |
| 3M | +15.3% | +14.4% | +1.0% | +13.0% |
| 6M | +9.2% | +73.3% | -64.2% | +1.8% |
| YTD | +26.9% | +15.7% | +11.1% | +22.9% |
| 1Y | +19.7% | -7.6% | +27.3% | +18.7% |
| 3Y | +96.0% | +14.6% | +81.4% | +81.5% |
| 5Y | +124.0% | -50.0% | +174.1% | +118.1% |
| All | +453.5% | +24.7% | +428.8% | +340.7% |
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