+129.8%
DIA vs ESTC
+28.9%
+100.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.5% |
| 7D | +0.8% | -1.2% | +2.0% | +0.9% |
| 30D | +1.4% | -8.1% | +9.5% | +2.4% |
| 3M | -2.7% | +20.2% | -22.9% | -5.7% |
| 6M | +6.2% | +72.7% | -66.5% | -2.4% |
| YTD | +10.1% | +19.6% | -9.5% | +5.6% |
| 1Y | +13.0% | +0.3% | +12.7% | +10.7% |
| 3Y | +61.9% | +22.8% | +39.1% | +47.3% |
| 5Y | +57.1% | -50.9% | +107.9% | +57.6% |
| All | +129.8% | +28.9% | +100.9% | +63.7% |
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