+80.5%
DTE vs ESTC
+19.1%
+61.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.6% | -9.2% | +6.6% | -2.1% |
| 30D | -4.4% | +8.1% | -12.5% | -4.9% |
| 3M | -8.3% | +38.5% | -46.8% | -10.0% |
| 6M | -8.1% | +57.8% | -65.9% | -10.6% |
| YTD | +4.4% | +10.5% | -6.1% | +3.4% |
| 1Y | +0.2% | -6.4% | +6.5% | 0.0% |
| 3Y | +42.6% | +4.7% | +38.0% | +37.8% |
| 5Y | +31.5% | -47.8% | +79.2% | +31.3% |
| All | +80.5% | +19.1% | +61.4% | +42.5% |
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