+64.0%
DVA vs ESTC
-52.1%
+116.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -8.8% | +2.4% | -11.2% | -8.9% |
| 30D | -3.4% | -4.2% | +0.8% | -3.3% |
| 3M | -2.6% | +2.5% | -5.0% | -2.9% |
| 6M | -11.9% | +81.5% | -93.4% | -14.5% |
| YTD | +53.6% | +16.8% | +36.8% | +52.3% |
| 1Y | +41.9% | -3.5% | +45.3% | +42.4% |
| 3Y | +97.5% | +17.7% | +79.8% | +90.5% |
| All | +64.0% | -52.1% | +116.0% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling