-49.9%
ESTC vs RACE
+65.1%
-115.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -4.7% |
| 7D | -18.5% | +5.7% | -24.2% | -21.4% |
| 30D | -11.0% | +9.3% | -20.3% | -16.0% |
| 3M | +20.8% | +3.8% | +16.9% | +17.9% |
| 6M | +67.9% | +29.8% | +38.1% | +40.9% |
| YTD | +11.6% | +15.6% | -4.0% | -0.7% |
| 1Y | -3.3% | +5.1% | -8.3% | -8.3% |
| 3Y | +16.4% | +30.8% | -14.4% | -22.4% |
| 5Y | -49.9% | +67.4% | -117.3% | -79.7% |
| All | -49.9% | +65.1% | -115.0% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling