+82.6%
ED vs ESTC
-52.1%
+134.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +2.1% | +2.4% | -0.3% | +2.1% |
| 30D | +10.4% | -4.2% | +14.6% | +10.3% |
| 3M | +12.5% | +2.5% | +10.1% | +12.7% |
| 6M | +14.9% | +81.5% | -66.6% | +16.3% |
| YTD | +24.8% | +16.8% | +8.0% | +25.8% |
| 1Y | +23.8% | -3.5% | +27.3% | +24.6% |
| 3Y | +51.6% | +17.7% | +33.9% | +51.4% |
| All | +82.6% | -52.1% | +134.6% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling