+6.0%
M vs ESTC
+28.9%
-22.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.9% | +3.2% | +7.1% |
| 7D | +2.5% | -1.2% | +3.7% | +2.8% |
| 30D | +10.1% | -8.1% | +18.2% | +11.7% |
| 3M | -0.9% | +20.2% | -21.1% | -5.9% |
| 6M | +30.2% | +72.7% | -42.6% | +13.6% |
| YTD | +16.3% | +19.6% | -3.4% | +8.4% |
| 1Y | +27.0% | +0.3% | +26.7% | +22.4% |
| 3Y | +154.5% | +22.8% | +131.7% | +121.3% |
| 5Y | -1.1% | -50.9% | +49.8% | -7.2% |
| All | +6.0% | +28.9% | -22.9% | -32.3% |
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