+34.5%
D vs ESTC
+24.7%
+9.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -2.6% | +0.2% | -2.4% |
| 30D | +9.0% | -8.6% | +17.6% | +9.2% |
| 3M | +1.0% | +14.4% | -13.4% | +0.3% |
| 6M | +11.0% | +73.3% | -62.3% | +8.5% |
| YTD | +19.8% | +15.7% | +4.0% | +18.6% |
| 1Y | +16.0% | -7.6% | +23.5% | +15.8% |
| 3Y | +74.4% | +14.6% | +59.8% | +69.4% |
| 5Y | +13.5% | -50.0% | +63.6% | +13.4% |
| All | +34.5% | +24.7% | +9.7% | +14.7% |
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