+322.0%
MSCI vs ESTC
+25.9%
+296.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.6% |
| 7D | +3.0% | +2.4% | +0.6% | +2.3% |
| 30D | +17.8% | -4.2% | +22.0% | +18.5% |
| 3M | +15.2% | +2.5% | +12.7% | +13.0% |
| 6M | +16.5% | +81.5% | -65.0% | -2.1% |
| YTD | +16.4% | +16.8% | -0.5% | +8.0% |
| 1Y | +16.8% | -3.5% | +20.3% | +13.3% |
| 3Y | +35.8% | +17.7% | +18.0% | +12.3% |
| 5Y | +7.0% | -51.7% | +58.7% | +7.6% |
| All | +322.0% | +25.9% | +296.1% | +154.0% |
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