+13.6%
FIVE vs ESTC
-48.9%
+62.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -0.3% | -11.5% | +11.2% | +2.6% |
| 30D | +17.7% | -7.5% | +25.2% | +19.5% |
| 3M | +4.0% | +23.1% | -19.1% | -2.9% |
| 6M | +2.6% | +75.3% | -72.7% | -13.2% |
| YTD | +27.6% | +14.1% | +13.5% | +18.7% |
| 1Y | +59.9% | -0.6% | +60.5% | +53.2% |
| 3Y | +35.8% | +20.8% | +15.0% | +13.8% |
| All | +13.6% | -48.9% | +62.6% | +4.1% |
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