+144.4%
ENB vs ESTC
+26.3%
+118.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.1% |
| 7D | -0.5% | -4.3% | +3.8% | -0.1% |
| 30D | -0.2% | +17.7% | -17.9% | -1.9% |
| 3M | -7.5% | +42.3% | -49.8% | -10.8% |
| 6M | -4.1% | +64.6% | -68.7% | -9.2% |
| YTD | +9.8% | +17.2% | -7.4% | +7.1% |
| 1Y | +8.7% | -4.2% | +12.9% | +7.8% |
| 3Y | +79.0% | +13.5% | +65.5% | +66.9% |
| 5Y | +69.1% | -45.5% | +114.6% | +67.7% |
| All | +144.4% | +26.3% | +118.0% | +79.3% |
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