+0.4%
DOW vs ESTC
+1.6%
-1.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.6% |
| 7D | +3.7% | +5.8% | -2.1% | +2.8% |
| 30D | +16.3% | -5.6% | +21.9% | +16.9% |
| 3M | +9.7% | +15.4% | -5.7% | +6.8% |
| 6M | -14.1% | +77.8% | -91.9% | -21.8% |
| YTD | +46.6% | +18.1% | +28.6% | +40.4% |
| 1Y | +56.8% | -3.7% | +60.5% | +54.4% |
| 3Y | -20.4% | +16.9% | -37.2% | -27.1% |
| 5Y | -27.4% | -51.2% | +23.8% | -25.9% |
| All | +0.4% | +1.6% | -1.2% | -29.2% |
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 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