+85.6%
ED vs ESTC
+26.3%
+59.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +0.9% |
| 7D | +0.5% | -4.3% | +4.8% | +0.5% |
| 30D | +1.1% | +17.7% | -16.6% | +1.4% |
| 3M | +4.6% | +42.3% | -37.6% | +5.2% |
| 6M | -2.0% | +64.6% | -66.5% | -1.2% |
| YTD | +11.7% | +17.2% | -5.5% | +12.3% |
| 1Y | +15.7% | -4.2% | +19.9% | +16.2% |
| 3Y | +34.4% | +13.5% | +20.8% | +34.6% |
| 5Y | +67.3% | -45.5% | +112.8% | +66.5% |
| All | +85.6% | +26.3% | +59.3% | +76.4% |
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