+38.4%
DVA vs ESTC
-5.1%
+43.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.3% |
| 7D | +2.0% | -3.3% | +5.4% | +1.6% |
| 30D | -0.4% | +13.4% | -13.8% | +2.4% |
| 3M | -7.7% | +41.3% | -49.0% | -0.8% |
| 6M | +20.0% | +62.6% | -42.6% | +34.0% |
| YTD | +61.1% | +14.8% | +46.3% | +69.4% |
| All | +38.4% | -5.1% | +43.5% | +41.8% |
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