+363.7%
EAT vs ESTC
+28.9%
+334.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.3% | -2.7% |
| 7D | -3.9% | -1.2% | -2.7% | -3.7% |
| 30D | +5.0% | -8.1% | +13.1% | +6.8% |
| 3M | -9.6% | +20.2% | -29.8% | -15.7% |
| 6M | +46.8% | +72.7% | -26.0% | +22.6% |
| YTD | +41.8% | +19.6% | +22.2% | +28.7% |
| 1Y | +98.3% | +0.3% | +98.0% | +87.4% |
| 3Y | +503.1% | +22.8% | +480.2% | +385.2% |
| 5Y | +356.7% | -50.9% | +407.5% | +356.1% |
| All | +363.7% | +28.9% | +334.8% | +145.7% |
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