+91.6%
ECL vs ESTC
+26.3%
+65.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | 0.0% |
| 7D | -0.8% | -4.3% | +3.5% | -0.3% |
| 30D | -2.5% | +17.7% | -20.2% | -4.9% |
| 3M | +8.3% | +42.3% | -34.0% | +2.9% |
| 6M | -1.1% | +64.6% | -65.7% | -8.4% |
| YTD | +6.5% | +17.2% | -10.7% | +2.7% |
| 1Y | +2.1% | -4.2% | +6.3% | +0.8% |
| 3Y | +57.6% | +13.5% | +44.1% | +43.7% |
| 5Y | +28.1% | -45.5% | +73.6% | +22.9% |
| All | +91.6% | +26.3% | +65.3% | +39.1% |
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