+35.7%
DVA vs ESTC
+7.3%
+28.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +0.6% |
| 7D | +1.8% | -8.1% | +9.9% | +0.6% |
| 30D | -2.5% | +31.7% | -34.2% | +2.8% |
| 3M | -4.3% | +41.1% | -45.3% | +2.3% |
| 6M | +18.9% | +77.1% | -58.2% | +34.9% |
| YTD | +61.9% | +21.7% | +40.2% | +71.9% |
| 1Y | +35.7% | +8.4% | +27.3% | +42.9% |
| All | +35.7% | +7.3% | +28.4% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling