+4.9%
M vs ESTC
+25.9%
-21.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +7.0% | +2.4% | +4.6% | +6.5% |
| 30D | +8.9% | -4.2% | +13.2% | +9.6% |
| 3M | +4.5% | +2.5% | +2.0% | +2.8% |
| 6M | +36.2% | +81.5% | -45.3% | +17.5% |
| YTD | +15.1% | +16.8% | -1.7% | +7.8% |
| 1Y | +27.4% | -3.5% | +30.9% | +23.8% |
| 3Y | +160.1% | +17.7% | +142.4% | +128.2% |
| 5Y | -1.6% | -51.7% | +50.2% | -7.3% |
| All | +4.9% | +25.9% | -21.0% | -32.6% |
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 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