+276.7%
MAR vs ESTC
+24.7%
+252.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.0% | -2.6% | +3.7% | +1.4% |
| 30D | +16.2% | -8.6% | +24.8% | +17.8% |
| 3M | +23.1% | +14.4% | +8.7% | +18.6% |
| 6M | +22.0% | +73.3% | -51.3% | +7.3% |
| YTD | +39.2% | +15.7% | +23.4% | +31.2% |
| 1Y | +48.3% | -7.6% | +55.8% | +45.6% |
| 3Y | +123.4% | +14.6% | +108.8% | +96.8% |
| 5Y | +185.4% | -50.0% | +235.4% | +182.3% |
| All | +276.7% | +24.7% | +252.0% | +138.4% |
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