+111.9%
ECL vs ESTC
+28.9%
+82.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.8% | +1.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | +8.8% | -8.1% | +17.0% | +9.7% |
| 3M | +7.8% | +20.2% | -12.3% | +4.6% |
| 6M | +21.3% | +72.7% | -51.4% | +11.8% |
| YTD | +17.8% | +19.6% | -1.9% | +13.0% |
| 1Y | +21.1% | +0.3% | +20.8% | +18.6% |
| 3Y | +80.1% | +22.8% | +57.3% | +62.1% |
| 5Y | +40.5% | -50.9% | +91.3% | +37.0% |
| All | +111.9% | +28.9% | +82.9% | +53.0% |
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