+115.8%
FIVE vs ESTC
+28.9%
+86.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.9% | +0.7% | +4.3% |
| 7D | +6.2% | -1.2% | +7.4% | +6.5% |
| 30D | +18.2% | -8.1% | +26.3% | +20.5% |
| 3M | +3.8% | +20.2% | -16.3% | -3.1% |
| 6M | +13.7% | +72.7% | -59.0% | -5.0% |
| YTD | +34.7% | +19.6% | +15.1% | +22.5% |
| 1Y | +66.6% | +0.3% | +66.4% | +58.2% |
| 3Y | +44.3% | +22.8% | +21.5% | +18.9% |
| 5Y | +18.8% | -50.9% | +69.6% | +19.7% |
| All | +115.8% | +28.9% | +86.9% | +26.3% |
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