+39.6%
EFX vs ESTC
+23.7%
+15.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.6% |
| 7D | -9.4% | -3.3% | -6.0% | -8.7% |
| 30D | -6.9% | +13.4% | -20.3% | -9.6% |
| 3M | +0.1% | +41.3% | -41.2% | -6.9% |
| 6M | -17.3% | +62.6% | -79.9% | -25.5% |
| YTD | -21.8% | +14.8% | -36.6% | -25.1% |
| 1Y | -32.5% | -5.1% | -27.5% | -33.5% |
| 3Y | -12.3% | +11.2% | -23.5% | -20.8% |
| 5Y | -36.6% | -47.0% | +10.4% | -39.4% |
| All | +39.6% | +23.7% | +15.9% | +4.1% |
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