+118.8%
EFV vs ESTC
+24.7%
+94.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.0% | -2.6% | +1.6% | -0.8% |
| 30D | +3.1% | -8.6% | +11.7% | +3.8% |
| 3M | -1.2% | +14.4% | -15.6% | -3.1% |
| 6M | +5.6% | +73.3% | -67.7% | -0.9% |
| YTD | +15.8% | +15.7% | +0.1% | +12.5% |
| 1Y | +20.0% | -7.6% | +27.6% | +19.2% |
| 3Y | +91.0% | +14.6% | +76.4% | +78.2% |
| 5Y | +93.7% | -50.0% | +143.7% | +92.4% |
| All | +118.8% | +24.7% | +94.1% | +67.7% |
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