+6.6%
M vs ESTC
+24.6%
-18.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.2% |
| 7D | +5.0% | -3.6% | +8.6% | +5.8% |
| 30D | +10.6% | -11.2% | +21.8% | +13.1% |
| 3M | +1.6% | +14.3% | -12.7% | -2.5% |
| 6M | +30.8% | +67.0% | -36.1% | +15.0% |
| YTD | +16.9% | +15.7% | +1.2% | +9.7% |
| 1Y | +26.3% | -6.3% | +32.5% | +23.5% |
| 3Y | +158.6% | +14.5% | +144.1% | +128.3% |
| 5Y | +2.1% | -49.9% | +52.0% | -4.2% |
| All | +6.6% | +24.6% | -18.1% | -31.5% |
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