+121.5%
ET vs ESTC
+28.9%
+92.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.2% |
| 7D | -4.4% | -1.2% | -3.3% | -4.3% |
| 30D | -4.8% | -8.1% | +3.3% | -3.8% |
| 3M | -3.4% | +20.2% | -23.6% | -6.7% |
| 6M | +2.2% | +72.7% | -70.6% | -6.9% |
| YTD | +24.2% | +19.6% | +4.6% | +18.4% |
| 1Y | +24.5% | +0.3% | +24.2% | +21.6% |
| 3Y | +83.6% | +22.8% | +60.8% | +64.6% |
| 5Y | +203.4% | -50.9% | +254.2% | +209.2% |
| All | +121.5% | +28.9% | +92.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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