+24.7%
ESTC vs RJF
+199.8%
-175.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -2.6% | -0.9% | -1.7% | -2.1% |
| 30D | -8.6% | +5.3% | -13.9% | -11.2% |
| 3M | +14.4% | -6.8% | +21.2% | +18.4% |
| 6M | +73.3% | +11.4% | +61.9% | +63.4% |
| YTD | +15.7% | +5.5% | +10.2% | +11.6% |
| 1Y | -7.6% | +3.7% | -11.2% | -10.1% |
| 3Y | +14.6% | +73.4% | -58.8% | -14.1% |
| 5Y | -50.0% | +78.3% | -128.4% | -63.1% |
| All | +24.7% | +199.8% | -175.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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