+105.4%
F vs ESTC
+23.0%
+82.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.1% |
| 7D | +1.6% | -11.5% | +13.1% | +3.7% |
| 30D | +2.6% | -7.5% | +10.2% | +3.7% |
| 3M | -8.8% | +23.1% | -31.9% | -13.3% |
| 6M | +4.6% | +75.3% | -70.7% | -7.7% |
| YTD | -1.9% | +14.1% | -16.0% | -7.0% |
| 1Y | -0.8% | -0.6% | -0.2% | -3.8% |
| 3Y | +43.5% | +20.8% | +22.7% | +24.6% |
| 5Y | -12.1% | -48.8% | +36.7% | -16.4% |
| All | +105.4% | +23.0% | +82.4% | +44.8% |
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