+102.9%
ED vs ESTC
+28.9%
+74.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.1% |
| 7D | -0.1% | -1.2% | +1.1% | -0.1% |
| 30D | +11.6% | -8.1% | +19.7% | +11.5% |
| 3M | +10.5% | +20.2% | -9.6% | +10.9% |
| 6M | +13.2% | +72.7% | -59.5% | +14.2% |
| YTD | +22.1% | +19.6% | +2.5% | +22.9% |
| 1Y | +24.2% | +0.3% | +23.9% | +24.8% |
| 3Y | +46.9% | +22.8% | +24.1% | +47.2% |
| 5Y | +80.8% | -50.9% | +131.7% | +79.9% |
| All | +102.9% | +28.9% | +74.0% | +93.0% |
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