-4.6%
DOW vs ESTC
-0.4%
-4.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.1% |
| 7D | -6.8% | -3.6% | -3.3% | -6.4% |
| 30D | +10.8% | -11.2% | +21.9% | +12.3% |
| 3M | +4.1% | +14.3% | -10.2% | +1.5% |
| 6M | -12.7% | +67.0% | -79.7% | -19.9% |
| YTD | +39.2% | +15.7% | +23.6% | +33.6% |
| 1Y | +49.5% | -6.3% | +55.7% | +47.7% |
| 3Y | -24.4% | +14.5% | -38.9% | -30.6% |
| 5Y | -29.6% | -49.9% | +20.3% | -28.6% |
| All | -4.6% | -0.4% | -4.2% | -32.6% |
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