-9.2%
EL vs ESTC
+24.6%
-33.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.9% |
| 7D | +7.6% | -3.6% | +11.2% | +8.4% |
| 30D | +15.7% | -11.2% | +26.9% | +18.3% |
| 3M | +30.5% | +14.3% | +16.2% | +25.6% |
| 6M | +32.5% | +67.0% | -34.4% | +17.1% |
| YTD | +9.4% | +15.7% | -6.2% | +3.3% |
| 1Y | +28.4% | -6.3% | +34.6% | +26.1% |
| 3Y | +4.4% | +14.5% | -10.1% | -8.2% |
| 5Y | -64.5% | -49.9% | -14.6% | -65.6% |
| All | -9.2% | +24.6% | -33.8% | -36.8% |
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