-9.4%
EL vs ESTC
+28.9%
-38.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.0% | +1.8% |
| 7D | +8.0% | -1.2% | +9.2% | +8.3% |
| 30D | +15.4% | -8.1% | +23.5% | +17.2% |
| 3M | +28.5% | +20.2% | +8.3% | +22.4% |
| 6M | +32.2% | +72.7% | -40.5% | +16.0% |
| YTD | +9.2% | +19.6% | -10.5% | +2.4% |
| 1Y | +30.8% | +0.3% | +30.5% | +26.7% |
| 3Y | +3.7% | +22.8% | -19.1% | -10.2% |
| 5Y | -64.8% | -50.9% | -13.9% | -65.7% |
| All | -9.4% | +28.9% | -38.3% | -37.4% |
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