+85.2%
DTE vs ESTC
+23.7%
+61.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | 0.0% | -3.3% | +3.4% | +0.1% |
| 30D | -0.5% | +13.4% | -14.0% | -1.3% |
| 3M | -6.0% | +41.3% | -47.4% | -7.8% |
| 6M | -7.2% | +62.6% | -69.8% | -9.8% |
| YTD | +7.2% | +14.8% | -7.6% | +5.9% |
| 1Y | +4.1% | -5.1% | +9.1% | +3.8% |
| 3Y | +46.9% | +11.2% | +35.7% | +41.4% |
| 5Y | +32.9% | -47.0% | +79.9% | +32.9% |
| All | +85.2% | +23.7% | +61.5% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling