+50.7%
ES vs ESTC
+24.7%
+25.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +0.1% | -2.6% | +2.8% | +0.2% |
| 30D | +6.7% | -8.6% | +15.3% | +7.0% |
| 3M | +0.3% | +14.4% | -14.0% | -0.4% |
| 6M | +7.4% | +73.3% | -65.9% | +4.8% |
| YTD | +8.4% | +15.7% | -7.3% | +7.3% |
| 1Y | +0.6% | -7.6% | +8.2% | +0.5% |
| 3Y | +50.6% | +14.6% | +36.0% | +46.3% |
| 5Y | +4.8% | -50.0% | +54.9% | +4.4% |
| All | +50.7% | +24.7% | +25.9% | +28.3% |
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