+2.3%
ES vs ESTC
-48.1%
+50.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.6% |
| 7D | -0.1% | -1.2% | +1.1% | -0.1% |
| 30D | +5.7% | -8.1% | +13.8% | +5.9% |
| 3M | -2.8% | +20.2% | -23.0% | -3.3% |
| 6M | +7.0% | +72.7% | -65.8% | +5.4% |
| YTD | +6.8% | +19.6% | -12.9% | +6.2% |
| 1Y | -0.5% | +0.3% | -0.7% | -0.5% |
| 3Y | +47.2% | +22.8% | +24.4% | +43.9% |
| 5Y | +2.3% | -50.9% | +53.1% | -4.2% |
| All | +2.3% | -48.1% | +50.3% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling