+110.2%
FIVE vs ESTC
+27.2%
+83.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.0% |
| 7D | +2.4% | +5.8% | -3.3% | +0.9% |
| 30D | +15.8% | -5.6% | +21.4% | +17.2% |
| 3M | +3.8% | +15.4% | -11.6% | -2.1% |
| 6M | +18.5% | +77.8% | -59.3% | -1.9% |
| YTD | +31.2% | +18.1% | +13.2% | +19.7% |
| 1Y | +61.8% | -3.7% | +65.5% | +55.5% |
| 3Y | +39.9% | +16.9% | +23.0% | +17.0% |
| 5Y | +18.3% | -51.2% | +69.6% | +19.5% |
| All | +110.2% | +27.2% | +83.0% | +23.4% |
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