+5.6%
M vs ESTC
+24.7%
-19.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.3% | -2.6% | -0.7% | -2.8% |
| 30D | +8.1% | -8.6% | +16.7% | +9.9% |
| 3M | +2.2% | +14.4% | -12.1% | -1.9% |
| 6M | +35.1% | +73.3% | -38.2% | +17.8% |
| YTD | +15.8% | +15.7% | +0.1% | +8.7% |
| 1Y | +25.8% | -7.6% | +33.4% | +23.5% |
| 3Y | +156.2% | +14.6% | +141.7% | +126.2% |
| 5Y | -2.4% | -50.0% | +47.7% | -8.4% |
| All | +5.6% | +24.7% | -19.2% | -32.1% |
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 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