+120.5%
ETN vs ESTC
-52.1%
+172.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +3.6% | +2.4% | +1.2% | +3.3% |
| 30D | -13.4% | -4.2% | -9.2% | -12.9% |
| 3M | -21.9% | +2.5% | -24.4% | -22.5% |
| 6M | -12.8% | +81.5% | -94.3% | -20.2% |
| YTD | +12.1% | +16.8% | -4.8% | +8.3% |
| 1Y | +0.8% | -3.5% | +4.3% | +0.1% |
| 3Y | +64.5% | +17.7% | +46.8% | +54.2% |
| All | +120.5% | -52.1% | +172.6% | +96.8% |
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