+31.9%
DD vs ESTC
+19.3%
+12.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.1% |
| 7D | -2.9% | -13.2% | +10.3% | -0.7% |
| 30D | -11.5% | +9.3% | -20.8% | -13.4% |
| 3M | -5.4% | +37.3% | -42.7% | -11.2% |
| 6M | -6.9% | +61.0% | -67.9% | -15.7% |
| YTD | +6.9% | +10.7% | -3.8% | +2.8% |
| 1Y | +35.6% | -7.2% | +42.8% | +33.7% |
| 3Y | +42.5% | +7.2% | +35.4% | +30.1% |
| 5Y | +58.5% | -47.7% | +106.2% | +55.6% |
| All | +31.9% | +19.3% | +12.7% | -8.4% |
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