+145.6%
EQT vs ESTC
+19.3%
+126.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.0% |
| 7D | -1.2% | -13.2% | +12.0% | +0.5% |
| 30D | +1.1% | +9.3% | -8.3% | -0.5% |
| 3M | +4.8% | +37.3% | -32.6% | -0.1% |
| 6M | -10.6% | +61.0% | -71.6% | -17.0% |
| YTD | +3.4% | +10.7% | -7.2% | +0.4% |
| 1Y | +8.7% | -7.2% | +15.8% | +7.6% |
| 3Y | +35.0% | +7.2% | +27.8% | +25.2% |
| 5Y | +204.2% | -47.7% | +252.0% | +196.6% |
| All | +145.6% | +19.3% | +126.4% | +83.8% |
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