+96.8%
EVRG vs ESTC
+23.7%
+73.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -1.2% |
| 7D | +0.6% | -3.3% | +3.9% | +0.7% |
| 30D | -0.2% | +13.4% | -13.7% | -0.8% |
| 3M | -0.5% | +41.3% | -41.8% | -1.8% |
| 6M | +0.2% | +62.6% | -62.4% | -1.8% |
| YTD | +14.9% | +14.8% | +0.1% | +14.0% |
| 1Y | +18.2% | -5.1% | +23.3% | +18.1% |
| 3Y | +70.2% | +11.2% | +59.0% | +65.4% |
| 5Y | +45.3% | -47.0% | +92.3% | +45.4% |
| All | +96.8% | +23.7% | +73.1% | +63.6% |
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 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