+127.1%
ETR vs ESTC
-46.4%
+173.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.4% |
| 7D | +1.4% | -8.1% | +9.5% | +1.5% |
| 30D | +1.0% | +31.7% | -30.7% | +0.7% |
| 3M | -1.3% | +41.1% | -42.3% | -1.6% |
| 6M | +1.9% | +77.1% | -75.2% | +1.2% |
| YTD | +18.2% | +21.7% | -3.5% | +18.2% |
| 1Y | +24.7% | +8.4% | +16.3% | +25.0% |
| 3Y | +150.7% | +23.6% | +127.1% | +149.1% |
| All | +127.1% | -46.4% | +173.5% | +112.2% |
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