+60.8%
DD vs ESTC
+28.9%
+31.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.9% | +1.0% | +5.1% |
| 7D | +9.8% | -1.2% | +11.0% | +10.0% |
| 30D | +19.3% | -8.1% | +27.5% | +20.8% |
| 3M | +9.4% | +20.2% | -10.8% | +5.1% |
| 6M | +4.8% | +72.7% | -67.9% | -5.9% |
| YTD | +30.2% | +19.6% | +10.6% | +23.3% |
| 1Y | +32.2% | +0.3% | +32.0% | +28.7% |
| 3Y | +93.1% | +22.8% | +70.3% | +72.1% |
| 5Y | +68.0% | -50.9% | +118.9% | +68.0% |
| All | +60.8% | +28.9% | +31.8% | +9.9% |
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