+9.7%
DIS vs ESTC
+24.7%
-15.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.6% | -2.6% | +3.2% | +1.0% |
| 30D | +10.3% | -8.6% | +18.9% | +11.6% |
| 3M | +15.6% | +14.4% | +1.2% | +11.8% |
| 6M | +15.1% | +73.3% | -58.2% | +3.1% |
| YTD | +6.0% | +15.7% | -9.8% | +0.8% |
| 1Y | +5.7% | -7.6% | +13.3% | +4.2% |
| 3Y | +39.8% | +14.6% | +25.2% | +24.8% |
| 5Y | -23.9% | -50.0% | +26.2% | -26.5% |
| All | +9.7% | +24.7% | -15.1% | -22.5% |
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