+77.5%
DE vs ESTC
+11.7%
+65.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.8% | -1.7% |
| 7D | +0.7% | -4.3% | +5.0% | +0.8% |
| 30D | +9.6% | +17.7% | -8.1% | +8.7% |
| 3M | +19.0% | +42.3% | -23.3% | +16.9% |
| 6M | +16.1% | +64.6% | -48.5% | +13.0% |
| YTD | +47.0% | +17.2% | +29.8% | +46.2% |
| 1Y | +43.1% | -4.2% | +47.3% | +44.4% |
| 3Y | +77.5% | +13.5% | +64.0% | +75.5% |
| All | +77.5% | +11.7% | +65.8% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling