+56.5%
EFX vs ESTC
+24.7%
+31.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | -2.6% | +0.7% | -1.6% |
| 30D | +27.9% | -8.6% | +36.5% | +29.6% |
| 3M | +3.8% | +14.4% | -10.5% | +0.1% |
| 6M | +13.0% | +73.3% | -60.3% | +0.2% |
| YTD | -12.4% | +15.7% | -28.1% | -16.7% |
| 1Y | -10.4% | -7.6% | -2.8% | -11.6% |
| 3Y | +4.4% | +14.6% | -10.1% | -6.5% |
| 5Y | -28.9% | -50.0% | +21.2% | -31.8% |
| All | +56.5% | +24.7% | +31.8% | +15.8% |
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 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