+65.7%
DIA vs ESTC
-46.4%
+112.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.1% |
| 7D | -0.2% | -8.1% | +7.9% | +0.6% |
| 30D | -1.5% | +31.7% | -33.2% | -4.7% |
| 3M | +3.8% | +41.1% | -37.3% | -0.4% |
| 6M | +10.3% | +77.1% | -66.8% | +2.8% |
| YTD | +12.1% | +21.7% | -9.6% | +8.5% |
| 1Y | +18.6% | +8.4% | +10.3% | +15.9% |
| 3Y | +60.6% | +23.6% | +37.0% | +49.4% |
| All | +65.7% | -46.4% | +112.1% | +57.2% |
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