+130.3%
DIA vs ESTC
+24.7%
+105.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | +1.3% | -8.6% | +9.9% | +2.3% |
| 3M | -2.1% | +14.4% | -16.4% | -4.4% |
| 6M | +6.2% | +73.3% | -67.1% | -2.4% |
| YTD | +10.3% | +15.7% | -5.4% | +6.2% |
| 1Y | +11.0% | -7.6% | +18.6% | +9.9% |
| 3Y | +60.4% | +14.6% | +45.8% | +47.4% |
| 5Y | +59.1% | -50.0% | +109.1% | +58.9% |
| All | +130.3% | +24.7% | +105.6% | +64.7% |
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