+9.1%
DIS vs ESTC
+25.9%
-16.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | +9.2% | -4.2% | +13.4% | +9.6% |
| 3M | +13.5% | +2.5% | +11.1% | +12.0% |
| 6M | +14.3% | +81.5% | -67.2% | +1.5% |
| YTD | +5.4% | +16.8% | -11.5% | 0.0% |
| 1Y | +12.2% | -3.5% | +15.6% | +9.8% |
| 3Y | +37.2% | +17.7% | +19.5% | +21.9% |
| 5Y | -23.1% | -51.7% | +28.6% | -25.3% |
| All | +9.1% | +25.9% | -16.9% | -23.0% |
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 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