-33.4%
ELAN vs ESTC
+19.3%
-52.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.3% |
| 7D | -6.4% | -13.2% | +6.8% | -4.1% |
| 30D | +0.6% | +9.3% | -8.8% | -1.7% |
| 3M | 0.0% | +37.3% | -37.4% | -6.7% |
| 6M | -3.4% | +61.0% | -64.4% | -13.2% |
| YTD | +1.0% | +10.7% | -9.6% | -3.3% |
| 1Y | +24.7% | -7.2% | +31.9% | +22.7% |
| 3Y | +97.2% | +7.2% | +90.1% | +77.2% |
| 5Y | -31.5% | -47.7% | +16.2% | -35.1% |
| All | -33.4% | +19.3% | -52.7% | -51.7% |
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