+91.9%
DTE vs ESTC
+25.9%
+66.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +3.4% | +2.4% | +1.0% | +3.3% |
| 30D | +8.9% | -4.2% | +13.1% | +9.0% |
| 3M | +1.1% | +2.5% | -1.4% | +0.7% |
| 6M | +0.1% | +81.5% | -81.4% | -3.3% |
| YTD | +11.1% | +16.8% | -5.8% | +9.5% |
| 1Y | +4.9% | -3.5% | +8.4% | +4.6% |
| 3Y | +58.6% | +17.7% | +40.8% | +52.1% |
| 5Y | +47.3% | -51.7% | +99.0% | +49.2% |
| All | +91.9% | +25.9% | +66.0% | +51.0% |
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