+395.6%
DE vs ESTC
+24.7%
+370.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.3% | -2.6% | +4.9% | +2.6% |
| 30D | +9.3% | -8.6% | +17.9% | +10.3% |
| 3M | +12.2% | +14.4% | -2.1% | +9.6% |
| 6M | +18.1% | +73.3% | -55.2% | +9.0% |
| YTD | +49.8% | +15.7% | +34.0% | +44.4% |
| 1Y | +46.4% | -7.6% | +54.0% | +45.0% |
| 3Y | +92.5% | +14.6% | +78.0% | +76.5% |
| 5Y | +107.4% | -50.0% | +157.4% | +108.0% |
| All | +395.6% | +24.7% | +370.8% | +243.3% |
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