+20.7%
FIVE vs ESTC
-52.1%
+72.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.7% |
| 7D | +7.3% | -3.6% | +10.9% | +8.2% |
| 30D | +18.1% | -11.2% | +29.2% | +21.1% |
| 3M | +7.7% | +14.3% | -6.6% | +2.5% |
| 6M | +13.6% | +67.0% | -53.4% | -2.6% |
| YTD | +34.6% | +15.7% | +18.9% | +24.8% |
| 1Y | +66.2% | -6.3% | +72.5% | +62.1% |
| 3Y | +43.5% | +14.5% | +29.0% | +22.5% |
| 5Y | +20.7% | -49.9% | +70.5% | +11.2% |
| All | +20.7% | -52.1% | +72.7% | +11.2% |
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