+141.6%
DVA vs ESTC
+27.2%
+114.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.1% | -5.3% |
| 7D | -10.7% | +5.8% | -16.4% | -11.0% |
| 30D | -4.4% | -5.6% | +1.2% | -4.1% |
| 3M | -4.1% | +15.4% | -19.5% | -5.4% |
| 6M | -13.2% | +77.8% | -91.0% | -17.2% |
| YTD | +53.2% | +18.1% | +35.2% | +50.1% |
| 1Y | +40.8% | -3.7% | +44.5% | +40.3% |
| 3Y | +109.7% | +16.9% | +92.9% | +99.0% |
| 5Y | +64.5% | -51.2% | +115.8% | +64.4% |
| All | +141.6% | +27.2% | +114.4% | +82.4% |
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