+129.0%
EXPE vs ESTC
+26.3%
+102.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.7% | -4.2% | -6.9% |
| 7D | -9.8% | -4.3% | -5.5% | -8.8% |
| 30D | -11.5% | +17.7% | -29.2% | -16.0% |
| 3M | +21.7% | +42.3% | -20.6% | +9.6% |
| 6M | +10.4% | +64.6% | -54.2% | -5.4% |
| YTD | -2.5% | +17.2% | -19.7% | -8.8% |
| 1Y | +27.3% | -4.2% | +31.5% | +24.6% |
| 3Y | +153.5% | +13.5% | +140.0% | +119.5% |
| 5Y | +91.1% | -45.5% | +136.6% | +82.9% |
| All | +129.0% | +26.3% | +102.7% | +46.5% |
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