+470.7%
ETN vs ESTC
+19.1%
+451.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -9.2% | +12.7% | +5.0% |
| 30D | -7.5% | +8.1% | -15.6% | -9.3% |
| 3M | +8.3% | +38.5% | -30.1% | +2.0% |
| 6M | +20.2% | +57.8% | -37.6% | +9.8% |
| YTD | +34.7% | +10.5% | +24.1% | +29.7% |
| 1Y | +19.4% | -6.4% | +25.8% | +17.8% |
| 3Y | +85.5% | +4.7% | +80.8% | +72.7% |
| 5Y | +186.6% | -47.8% | +234.4% | +184.8% |
| All | +470.7% | +19.1% | +451.5% | +296.9% |
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