+406.9%
EAT vs ESTC
+26.3%
+380.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -2.4% |
| 7D | -4.9% | -4.3% | -0.6% | -3.9% |
| 30D | -1.2% | +17.7% | -18.9% | -6.7% |
| 3M | +52.2% | +42.3% | +10.0% | +35.8% |
| 6M | +65.0% | +64.6% | +0.5% | +39.2% |
| YTD | +55.0% | +17.2% | +37.8% | +42.4% |
| 1Y | +42.1% | -4.2% | +46.3% | +36.4% |
| 3Y | +614.7% | +13.5% | +601.2% | +488.9% |
| 5Y | +322.7% | -45.5% | +368.3% | +305.6% |
| All | +406.9% | +26.3% | +380.6% | +171.7% |
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