+91.2%
DTE vs ESTC
+27.2%
+64.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.4% |
| 7D | +3.2% | +5.8% | -2.6% | +2.9% |
| 30D | +8.5% | -5.6% | +14.0% | +8.7% |
| 3M | +1.3% | +15.4% | -14.1% | +0.3% |
| 6M | -0.7% | +77.8% | -78.5% | -3.9% |
| YTD | +10.6% | +18.1% | -7.4% | +9.1% |
| 1Y | +2.6% | -3.7% | +6.3% | +2.3% |
| 3Y | +56.5% | +16.9% | +39.6% | +50.2% |
| 5Y | +46.7% | -51.2% | +98.0% | +48.5% |
| All | +91.2% | +27.2% | +64.0% | +50.4% |
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