+384.0%
DE vs ESTC
+23.7%
+360.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -3.0% | -3.3% | +0.3% | -2.7% |
| 30D | +11.1% | +13.4% | -2.3% | +8.9% |
| 3M | +17.6% | +41.3% | -23.7% | +11.9% |
| 6M | +13.6% | +62.6% | -49.0% | +5.5% |
| YTD | +46.3% | +14.8% | +31.5% | +41.5% |
| 1Y | +44.2% | -5.1% | +49.2% | +42.4% |
| 3Y | +76.6% | +11.2% | +65.4% | +62.6% |
| 5Y | +98.2% | -47.0% | +145.2% | +96.2% |
| All | +384.0% | +23.7% | +360.3% | +236.5% |
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