+116.2%
EXPE vs ESTC
+28.9%
+87.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.3% |
| 7D | -13.3% | -1.2% | -12.1% | -13.0% |
| 30D | -5.5% | -8.1% | +2.6% | -3.7% |
| 3M | -16.5% | +20.2% | -36.6% | -21.6% |
| 6M | +13.1% | +72.7% | -59.7% | -4.5% |
| YTD | -8.0% | +19.6% | -27.6% | -14.9% |
| 1Y | +1.1% | +0.3% | +0.8% | -2.7% |
| 3Y | +131.2% | +22.8% | +108.4% | +95.1% |
| 5Y | +39.8% | -50.9% | +90.6% | +36.9% |
| All | +116.2% | +28.9% | +87.2% | +36.7% |
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