-50.9%
ESTC vs RACE
+67.1%
-117.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.4% |
| 7D | -1.2% | +3.9% | -5.1% | -3.7% |
| 30D | -8.1% | +7.4% | -15.5% | -12.4% |
| 3M | +20.2% | +1.6% | +18.6% | +18.9% |
| 6M | +72.7% | +23.3% | +49.4% | +49.7% |
| YTD | +19.6% | +14.7% | +5.0% | +7.0% |
| 1Y | +0.3% | +2.5% | -2.3% | -3.4% |
| 3Y | +22.8% | +28.0% | -5.2% | -16.8% |
| 5Y | -50.9% | +69.8% | -120.7% | -79.9% |
| All | -50.9% | +67.1% | -117.9% | -79.9% |
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