+25.0%
EIX vs ESTC
+27.2%
-2.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -1.5% | +5.8% | -7.2% | -1.8% |
| 30D | +8.1% | -5.6% | +13.7% | +8.4% |
| 3M | -12.1% | +15.4% | -27.6% | -13.3% |
| 6M | -13.4% | +77.8% | -91.2% | -17.3% |
| YTD | +5.6% | +18.1% | -12.5% | +3.5% |
| 1Y | +7.8% | -3.7% | +11.5% | +7.3% |
| 3Y | +9.8% | +16.9% | -7.1% | +4.6% |
| 5Y | +18.8% | -51.2% | +70.1% | +19.5% |
| All | +25.0% | +27.2% | -2.2% | -4.5% |
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