+185.8%
ITOT vs ESTC
+23.7%
+162.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.2% |
| 7D | -0.4% | -3.3% | +3.0% | +0.1% |
| 30D | -1.6% | +13.4% | -15.0% | -4.3% |
| 3M | +3.5% | +41.3% | -37.8% | -3.4% |
| 6M | +13.1% | +62.6% | -49.5% | +2.3% |
| YTD | +12.7% | +14.8% | -2.0% | +7.7% |
| 1Y | +18.3% | -5.1% | +23.4% | +16.3% |
| 3Y | +76.4% | +11.2% | +65.2% | +58.9% |
| 5Y | +73.8% | -47.0% | +120.7% | +69.5% |
| All | +185.8% | +23.7% | +162.1% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling