+167.7%
EQNR vs ESTC
+19.1%
+148.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -9.2% | +15.6% | +7.4% |
| 30D | +10.4% | +8.1% | +2.3% | +9.0% |
| 3M | +23.1% | +38.5% | -15.4% | +18.2% |
| 6M | +36.3% | +57.8% | -21.5% | +28.6% |
| YTD | +96.0% | +10.5% | +85.4% | +91.1% |
| 1Y | +94.2% | -6.4% | +100.6% | +92.3% |
| 3Y | +75.3% | +4.7% | +70.6% | +63.6% |
| 5Y | +187.2% | -47.8% | +235.0% | +186.0% |
| All | +167.7% | +19.1% | +148.6% | +87.5% |
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