+145.1%
ET vs ESTC
+26.3%
+118.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.6% |
| 7D | +0.4% | -4.3% | +4.7% | +0.9% |
| 30D | +6.9% | +17.7% | -10.9% | +3.8% |
| 3M | +13.1% | +42.3% | -29.2% | +6.6% |
| 6M | +18.7% | +64.6% | -45.8% | +8.8% |
| YTD | +37.4% | +17.2% | +20.2% | +31.8% |
| 1Y | +34.8% | -4.2% | +39.0% | +32.7% |
| 3Y | +96.8% | +13.5% | +83.3% | +78.7% |
| 5Y | +238.2% | -45.5% | +283.8% | +235.0% |
| All | +145.1% | +26.3% | +118.8% | +64.3% |
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