+24.7%
ESTC vs RVTY
+73.0%
-48.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -2.6% | -0.7% | -1.9% | -2.1% |
| 30D | -8.6% | +1.7% | -10.3% | -9.6% |
| 3M | +14.4% | +36.8% | -22.4% | -6.6% |
| 6M | +73.3% | +60.1% | +13.2% | +25.8% |
| YTD | +15.7% | +64.0% | -48.2% | -18.8% |
| 1Y | -7.6% | +68.2% | -75.8% | -36.9% |
| 3Y | +14.6% | +88.8% | -74.2% | -35.7% |
| 5Y | -50.0% | -10.5% | -39.5% | -48.1% |
| All | +24.7% | +73.0% | -48.3% | -34.3% |
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