+151.7%
DVA vs ESTC
+19.3%
+132.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.7% |
| 7D | -0.2% | -13.2% | +13.0% | +0.8% |
| 30D | +1.7% | +9.3% | -7.7% | +0.8% |
| 3M | -8.7% | +37.3% | -46.0% | -10.9% |
| 6M | +19.7% | +61.0% | -41.4% | +14.9% |
| YTD | +59.6% | +10.7% | +48.9% | +57.3% |
| 1Y | +37.1% | -7.2% | +44.3% | +36.8% |
| 3Y | +89.8% | +7.2% | +82.6% | +81.3% |
| 5Y | +47.4% | -47.7% | +95.1% | +45.4% |
| All | +151.7% | +19.3% | +132.4% | +91.1% |
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