+68.5%
ELV vs ESTC
+19.3%
+49.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.6% | +9.0% | +5.7% |
| 7D | +0.9% | -13.2% | +14.0% | +2.1% |
| 30D | +7.2% | +9.3% | -2.2% | +5.9% |
| 3M | +3.4% | +37.3% | -33.9% | -0.1% |
| 6M | +48.6% | +61.0% | -12.4% | +40.9% |
| YTD | +20.6% | +10.7% | +9.9% | +18.1% |
| 1Y | +38.5% | -7.2% | +45.7% | +37.5% |
| 3Y | -2.4% | +7.2% | -9.6% | -8.8% |
| 5Y | +25.3% | -47.7% | +73.1% | +26.1% |
| All | +68.5% | +19.3% | +49.2% | +16.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling