+160.3%
ETR vs ESTC
-48.1%
+208.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.7% | +1.1% |
| 7D | +1.7% | -1.2% | +2.9% | +1.8% |
| 30D | +8.7% | -8.1% | +16.9% | +8.8% |
| 3M | +4.9% | +20.2% | -15.2% | +4.7% |
| 6M | +0.8% | +72.7% | -72.0% | 0.0% |
| YTD | +23.1% | +19.6% | +3.5% | +23.1% |
| 1Y | +17.9% | +0.3% | +17.6% | +18.4% |
| 3Y | +154.5% | +22.8% | +131.7% | +152.5% |
| 5Y | +160.3% | -50.9% | +211.1% | +150.6% |
| All | +160.3% | -48.1% | +208.4% | +150.6% |
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 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