-29.5%
DOW vs ESTC
-48.9%
+19.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | -9.5% | -11.5% | +2.0% | -8.4% |
| 30D | +13.1% | -7.5% | +20.6% | +13.8% |
| 3M | +4.8% | +23.1% | -18.2% | +2.0% |
| 6M | -16.7% | +75.3% | -91.9% | -22.3% |
| YTD | +38.9% | +14.1% | +24.8% | +35.1% |
| 1Y | +48.3% | -0.6% | +48.9% | +46.3% |
| 3Y | -24.4% | +20.8% | -45.2% | -29.1% |
| All | -29.5% | -48.9% | +19.4% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling