+323.2%
NDAQ vs ESTC
+23.0%
+300.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.1% |
| 7D | +0.8% | -11.5% | +12.4% | +2.7% |
| 30D | +16.5% | -7.5% | +24.1% | +17.7% |
| 3M | +13.5% | +23.1% | -9.6% | +8.9% |
| 6M | +20.9% | +75.3% | -54.4% | +9.3% |
| YTD | +11.4% | +14.1% | -2.7% | +7.0% |
| 1Y | +25.9% | -0.6% | +26.5% | +23.0% |
| 3Y | +119.9% | +20.8% | +99.0% | +97.5% |
| 5Y | +61.7% | -48.8% | +110.5% | +58.5% |
| All | +323.2% | +23.0% | +300.3% | +212.0% |
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