-30.0%
ESTC vs JAAA
+29.3%
-59.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.5% |
| 7D | -13.2% | +0.1% | -13.2% | -13.4% |
| 30D | +9.3% | +0.4% | +8.9% | +8.0% |
| 3M | +37.3% | +1.2% | +36.1% | +32.7% |
| 6M | +61.0% | +2.7% | +58.3% | +49.4% |
| YTD | +10.7% | +3.2% | +7.5% | +1.4% |
| 1Y | -7.2% | +4.8% | -12.0% | -18.4% |
| 3Y | +7.2% | +19.0% | -11.8% | -24.0% |
| 5Y | -47.7% | +26.8% | -74.5% | -66.7% |
| All | -30.0% | +29.3% | -59.3% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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