+244.0%
ETR vs ESTC
+23.7%
+220.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | +0.4% | -3.3% | +3.7% | +0.5% |
| 30D | +2.0% | +13.4% | -11.4% | +1.4% |
| 3M | -1.7% | +41.3% | -43.0% | -3.3% |
| 6M | +3.6% | +62.6% | -59.0% | +0.9% |
| YTD | +18.0% | +14.8% | +3.3% | +16.9% |
| 1Y | +26.2% | -5.1% | +31.3% | +26.1% |
| 3Y | +148.0% | +11.2% | +136.8% | +140.8% |
| 5Y | +126.1% | -47.0% | +173.0% | +127.5% |
| All | +244.0% | +23.7% | +220.3% | +181.5% |
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