+110.2%
LOW vs ESTC
+23.7%
+86.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -0.6% | -3.3% | +2.7% | -0.1% |
| 30D | -9.3% | +13.4% | -22.7% | -11.6% |
| 3M | -8.1% | +41.3% | -49.4% | -13.9% |
| 6M | -19.8% | +62.6% | -82.3% | -27.2% |
| YTD | -16.4% | +14.8% | -31.1% | -20.0% |
| 1Y | -24.7% | -5.1% | -19.6% | -25.9% |
| 3Y | -8.8% | +11.2% | -20.0% | -18.6% |
| 5Y | +7.8% | -47.0% | +54.8% | +5.3% |
| All | +110.2% | +23.7% | +86.5% | +39.7% |
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