-35.5%
DOW vs ESTC
-45.2%
+9.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.8% |
| 7D | -2.9% | -4.3% | +1.4% | -2.6% |
| 30D | +2.0% | +17.7% | -15.8% | -0.1% |
| 3M | -12.5% | +42.3% | -54.8% | -16.2% |
| 6M | -9.2% | +64.6% | -73.8% | -14.7% |
| YTD | +30.8% | +17.2% | +13.6% | +27.1% |
| 1Y | +29.4% | -4.2% | +33.6% | +28.4% |
| 3Y | -34.6% | +13.5% | -48.1% | -38.1% |
| All | -35.5% | -45.2% | +9.7% | -39.6% |
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