+53.3%
DIA vs ESTC
-48.9%
+102.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -0.9% | -11.5% | +10.6% | +0.3% |
| 30D | +0.3% | -7.5% | +7.8% | +0.9% |
| 3M | -4.5% | +23.1% | -27.6% | -7.1% |
| 6M | +3.4% | +75.3% | -71.9% | -3.5% |
| YTD | +7.8% | +14.1% | -6.3% | +4.9% |
| 1Y | +10.7% | -0.6% | +11.3% | +9.2% |
| 3Y | +57.5% | +20.8% | +36.7% | +46.8% |
| All | +53.3% | -48.9% | +102.2% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling