+191.5%
ESI vs ESTC
+28.9%
+162.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.3% | +4.1% |
| 7D | -3.5% | -1.2% | -2.3% | -3.1% |
| 30D | -9.3% | -8.1% | -1.1% | -7.8% |
| 3M | -12.8% | +20.2% | -33.0% | -17.0% |
| 6M | -24.6% | +72.7% | -97.4% | -34.4% |
| YTD | +32.7% | +19.6% | +13.1% | +23.9% |
| 1Y | +20.3% | +0.3% | +20.0% | +16.3% |
| 3Y | +80.2% | +22.8% | +57.4% | +55.9% |
| 5Y | +40.0% | -50.9% | +90.8% | +40.4% |
| All | +191.5% | +28.9% | +162.6% | +80.3% |
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