+34.8%
D vs ESTC
+28.9%
+5.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.7% |
| 7D | +0.8% | -1.2% | +2.0% | +0.8% |
| 30D | +10.7% | -8.1% | +18.8% | +10.9% |
| 3M | +2.3% | +20.2% | -17.9% | +1.4% |
| 6M | +12.5% | +72.7% | -60.3% | +10.0% |
| YTD | +20.1% | +19.6% | +0.4% | +18.8% |
| 1Y | +15.6% | +0.3% | +15.3% | +15.0% |
| 3Y | +75.2% | +22.8% | +52.4% | +69.8% |
| 5Y | +14.6% | -50.9% | +65.5% | +14.7% |
| All | +34.8% | +28.9% | +5.9% | +14.9% |
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