+179.8%
ETN vs ESTC
-47.1%
+226.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.4% |
| 7D | +6.2% | -3.3% | +9.6% | +6.6% |
| 30D | -6.7% | +13.4% | -20.1% | -8.7% |
| 3M | +3.6% | +41.3% | -37.7% | -1.7% |
| 6M | +18.3% | +62.6% | -44.3% | +9.3% |
| YTD | +31.5% | +14.8% | +16.7% | +27.2% |
| 1Y | +20.6% | -5.1% | +25.6% | +19.7% |
| 3Y | +82.5% | +11.2% | +71.4% | +72.2% |
| All | +179.8% | -47.1% | +226.8% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling