+23.0%
ESTC vs RACE
+235.7%
-212.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.2% |
| 7D | -11.5% | +5.1% | -16.6% | -14.5% |
| 30D | -7.5% | +7.7% | -15.2% | -12.1% |
| 3M | +23.1% | +2.2% | +20.9% | +21.3% |
| 6M | +75.3% | +23.8% | +51.5% | +51.0% |
| YTD | +14.1% | +13.9% | +0.2% | +2.0% |
| 1Y | -0.6% | +3.8% | -4.4% | -5.6% |
| 3Y | +20.8% | +28.0% | -7.2% | -11.6% |
| 5Y | -48.8% | +64.9% | -113.7% | -70.7% |
| All | +23.0% | +235.7% | -212.7% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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