+26.3%
ESTC vs RVTY
+38.9%
-12.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.2% |
| 7D | -4.3% | +0.4% | -4.7% | -4.6% |
| 30D | +17.7% | +10.8% | +6.9% | +10.1% |
| 3M | +42.3% | +26.8% | +15.5% | +20.0% |
| 6M | +64.6% | +39.3% | +25.2% | +28.9% |
| YTD | +17.2% | +31.6% | -14.4% | -5.3% |
| 1Y | -4.2% | +47.7% | -51.9% | -29.9% |
| 3Y | +13.5% | +19.9% | -6.4% | -13.0% |
| 5Y | -45.5% | -32.3% | -13.2% | -31.8% |
| All | +26.3% | +38.9% | -12.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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