+46.4%
DTE vs ESTC
+11.0%
+35.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | 0.0% | -3.3% | +3.4% | 0.0% |
| 30D | -0.5% | +13.4% | -14.0% | -0.5% |
| 3M | -6.0% | +41.3% | -47.4% | -6.0% |
| 6M | -7.2% | +62.6% | -69.8% | -7.3% |
| YTD | +7.2% | +14.8% | -7.6% | +7.7% |
| 1Y | +4.1% | -5.1% | +9.1% | +5.0% |
| All | +46.4% | +11.0% | +35.4% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling