+466.3%
ETN vs ESTC
+26.3%
+440.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +3.3% |
| 7D | +8.0% | -4.3% | +12.3% | +8.6% |
| 30D | -5.9% | +17.7% | -23.6% | -8.8% |
| 3M | +5.0% | +42.3% | -37.3% | -1.6% |
| 6M | +22.4% | +64.6% | -42.2% | +11.1% |
| YTD | +33.6% | +17.2% | +16.4% | +27.6% |
| 1Y | +22.1% | -4.2% | +26.3% | +20.2% |
| 3Y | +85.6% | +13.5% | +72.1% | +70.6% |
| 5Y | +179.2% | -45.5% | +224.8% | +176.1% |
| All | +466.3% | +26.3% | +440.0% | +290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling