+4.5%
ES vs ESTC
-51.6%
+56.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.1% | +8.2% | +2.2% |
| 7D | +5.9% | -18.5% | +24.4% | +6.3% |
| 30D | +10.2% | -11.0% | +21.2% | +10.4% |
| 3M | +0.4% | +20.8% | -20.4% | -0.2% |
| 6M | +6.9% | +67.9% | -61.0% | +5.4% |
| YTD | +10.5% | +11.6% | -1.1% | +10.0% |
| 1Y | +3.2% | -3.3% | +6.5% | +3.1% |
| 3Y | +49.0% | +16.4% | +32.6% | +45.9% |
| 5Y | +4.5% | -49.9% | +54.3% | -2.6% |
| All | +4.5% | -51.6% | +56.1% | -2.6% |
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