+41.8%
DVA vs ESTC
-46.4%
+88.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | +2.0% | -3.3% | +5.4% | +2.1% |
| 30D | -0.4% | +13.4% | -13.8% | -1.0% |
| 3M | -7.7% | +41.3% | -49.0% | -9.1% |
| 6M | +20.0% | +62.6% | -42.6% | +17.1% |
| YTD | +61.1% | +14.8% | +46.3% | +60.0% |
| 1Y | +33.9% | -5.1% | +38.9% | +34.5% |
| 3Y | +91.5% | +11.2% | +80.4% | +85.8% |
| 5Y | +41.8% | -47.0% | +88.7% | +24.5% |
| All | +41.8% | -46.4% | +88.1% | +24.5% |
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