+36.6%
FIVE vs ESTC
-46.4%
+83.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.6% | +6.2% |
| 7D | +4.3% | -8.1% | +12.4% | +6.2% |
| 30D | +12.5% | +31.7% | -19.2% | +3.8% |
| 3M | +31.2% | +41.1% | -9.8% | +18.5% |
| 6M | +14.4% | +77.1% | -62.7% | -3.6% |
| YTD | +33.9% | +21.7% | +12.2% | +23.1% |
| 1Y | +65.1% | +8.4% | +56.7% | +54.6% |
| 3Y | +49.0% | +23.6% | +25.3% | +24.1% |
| All | +36.6% | -46.4% | +83.0% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling