+238.8%
EQX vs ESTC
+19.9%
+218.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.2% | -9.2% | +6.0% | -1.9% |
| 30D | +7.8% | +8.1% | -0.3% | +6.0% |
| 3M | +21.3% | +38.5% | -17.1% | +15.0% |
| 6M | -22.4% | +57.8% | -80.2% | -28.1% |
| YTD | -11.3% | +10.5% | -21.9% | -13.9% |
| 1Y | +13.5% | -6.4% | +19.9% | +12.4% |
| 3Y | +162.1% | +4.7% | +157.5% | +142.6% |
| 5Y | +84.2% | -47.8% | +132.0% | +75.7% |
| All | +238.8% | +19.9% | +218.9% | +251.2% |
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