-10.9%
DOW vs ESTC
-1.2%
-9.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -6.0% | -3.3% | -2.7% | -5.7% |
| 30D | -2.7% | +13.4% | -16.2% | -4.9% |
| 3M | -10.5% | +41.3% | -51.8% | -15.3% |
| 6M | -12.4% | +62.6% | -75.0% | -19.3% |
| YTD | +30.0% | +14.8% | +15.3% | +25.3% |
| 1Y | +27.8% | -5.1% | +32.9% | +26.1% |
| 3Y | -34.9% | +11.2% | -46.1% | -40.0% |
| 5Y | -35.9% | -47.0% | +11.1% | -35.9% |
| All | -10.9% | -1.2% | -9.8% | -36.8% |
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