-45.5%
ESTC vs JAAA
+26.4%
-71.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.6% |
| 30D | +17.7% | +0.5% | +17.3% | +16.1% |
| 3M | +42.3% | +1.2% | +41.1% | +37.3% |
| 6M | +64.6% | +2.8% | +61.7% | +51.7% |
| YTD | +17.2% | +3.2% | +14.0% | +7.3% |
| 1Y | -4.2% | +4.8% | -9.0% | -16.0% |
| 3Y | +13.5% | +19.0% | -5.5% | -18.6% |
| 5Y | -45.5% | +26.8% | -72.4% | -66.0% |
| All | -45.5% | +26.4% | -71.9% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling