+56.3%
EFX vs ESTC
+25.9%
+30.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.8% | +2.4% | -3.2% | -1.3% |
| 30D | +25.1% | -4.2% | +29.4% | +25.6% |
| 3M | +1.7% | +2.5% | -0.8% | +0.2% |
| 6M | +18.4% | +81.5% | -63.1% | +4.0% |
| YTD | -12.5% | +16.8% | -29.4% | -17.0% |
| 1Y | -8.1% | -3.5% | -4.6% | -10.1% |
| 3Y | +4.8% | +17.7% | -12.9% | -6.7% |
| 5Y | -30.1% | -51.7% | +21.6% | -32.6% |
| All | +56.3% | +25.9% | +30.3% | +15.4% |
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