+131.3%
DIA vs ESTC
+26.3%
+105.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.7% |
| 7D | +0.1% | -4.3% | +4.4% | +0.6% |
| 30D | -2.1% | +17.7% | -19.8% | -4.6% |
| 3M | +4.2% | +42.3% | -38.1% | -1.3% |
| 6M | +11.9% | +64.6% | -52.7% | +3.4% |
| YTD | +10.8% | +17.2% | -6.4% | +6.8% |
| 1Y | +17.5% | -4.2% | +21.7% | +15.9% |
| 3Y | +59.9% | +13.5% | +46.4% | +47.3% |
| 5Y | +64.1% | -45.5% | +109.7% | +61.4% |
| All | +131.3% | +26.3% | +105.0% | +65.5% |
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