+59.8%
ELV vs ESTC
+23.7%
+36.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -2.2% | -3.3% | +1.1% | -1.9% |
| 30D | -0.2% | +13.4% | -13.6% | -1.7% |
| 3M | -6.1% | +41.3% | -47.4% | -9.5% |
| 6M | +42.8% | +62.6% | -19.8% | +35.3% |
| YTD | +14.4% | +14.8% | -0.4% | +11.7% |
| 1Y | +28.6% | -5.1% | +33.7% | +27.5% |
| 3Y | -7.4% | +11.2% | -18.6% | -13.7% |
| 5Y | +14.5% | -47.0% | +61.4% | +15.4% |
| All | +59.8% | +23.7% | +36.2% | +10.0% |
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