-100.0%
DFNS vs ESTC
-2.2%
-97.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.8% | -3.8% |
| 7D | -42.8% | -1.2% | -41.6% | -42.6% |
| 30D | -67.6% | -8.1% | -59.4% | -67.1% |
| 3M | -94.9% | +20.2% | -115.0% | -95.0% |
| 6M | -96.7% | +72.7% | -169.5% | -97.0% |
| YTD | -99.6% | +19.6% | -119.3% | -99.6% |
| 1Y | -99.7% | +0.3% | -100.0% | -99.8% |
| 3Y | -100.0% | +22.8% | -122.8% | -100.0% |
| 5Y | -100.0% | -50.9% | -49.1% | -100.0% |
| All | -100.0% | -2.2% | -97.8% | -100.0% |
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