+258.5%
ETR vs ESTC
+24.6%
+233.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.1% |
| 7D | +2.6% | -3.6% | +6.1% | +2.7% |
| 30D | +8.7% | -11.2% | +19.8% | +9.1% |
| 3M | +6.4% | +14.3% | -8.0% | +5.5% |
| 6M | +0.7% | +67.0% | -66.3% | -2.0% |
| YTD | +23.0% | +15.7% | +7.4% | +21.7% |
| 1Y | +17.9% | -6.3% | +24.2% | +17.8% |
| 3Y | +154.9% | +14.5% | +140.4% | +147.1% |
| 5Y | +157.3% | -49.9% | +207.2% | +160.7% |
| All | +258.5% | +24.6% | +233.9% | +193.0% |
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 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