+242.2%
IR vs ESTC
+28.9%
+213.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +3.9% |
| 7D | +5.0% | -1.2% | +6.2% | +5.2% |
| 30D | +10.3% | -8.1% | +18.4% | +11.6% |
| 3M | -0.1% | +20.2% | -20.3% | -4.0% |
| 6M | +14.8% | +72.7% | -58.0% | +2.9% |
| YTD | +9.7% | +19.6% | -9.9% | +3.7% |
| 1Y | +12.2% | +0.3% | +11.9% | +9.0% |
| 3Y | +30.0% | +22.8% | +7.2% | +16.0% |
| 5Y | +46.8% | -50.9% | +97.7% | +46.6% |
| All | +242.2% | +28.9% | +213.3% | +134.3% |
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