-6.5%
MKTX vs ESTC
+19.3%
-25.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.4% |
| 7D | -0.2% | -13.2% | +13.0% | +1.9% |
| 30D | +0.8% | +9.3% | -8.5% | -1.1% |
| 3M | +41.1% | +37.3% | +3.8% | +33.5% |
| 6M | -9.5% | +61.0% | -70.6% | -16.9% |
| YTD | -8.7% | +10.7% | -19.3% | -11.8% |
| 1Y | -10.0% | -7.2% | -2.8% | -11.0% |
| 3Y | -24.6% | +7.2% | -31.8% | -32.2% |
| 5Y | -60.3% | -47.7% | -12.6% | -61.7% |
| All | -6.5% | +19.3% | -25.7% | -30.1% |
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