-18.6%
EL vs ESTC
+26.3%
-44.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.3% |
| 7D | +1.7% | -4.3% | +6.0% | +2.5% |
| 30D | +15.5% | +17.7% | -2.2% | +10.7% |
| 3M | +20.6% | +42.3% | -21.7% | +10.9% |
| 6M | +10.5% | +64.6% | -54.1% | -2.2% |
| YTD | -1.9% | +17.2% | -19.1% | -7.4% |
| 1Y | +16.1% | -4.2% | +20.3% | +13.4% |
| 3Y | -30.2% | +13.5% | -43.7% | -38.6% |
| 5Y | -67.4% | -45.5% | -21.8% | -68.9% |
| All | -18.6% | +26.3% | -44.9% | -43.3% |
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