+1,381.0%
NET vs ESTC
-4.6%
+1,385.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.0% |
| 7D | -16.4% | -15.9% | -0.5% | -6.5% |
| 30D | -25.8% | -5.5% | -20.3% | -23.0% |
| 3M | -11.5% | +26.2% | -37.7% | -25.8% |
| 6M | +18.9% | +77.0% | -58.1% | -21.0% |
| YTD | +35.2% | +18.9% | +16.3% | +14.3% |
| 1Y | +14.5% | +1.3% | +13.2% | +6.0% |
| 3Y | +313.8% | +24.0% | +289.8% | +165.3% |
| 5Y | +32.6% | -47.7% | +80.2% | +46.0% |
| All | +1,381.0% | -4.6% | +1,385.6% | +983.4% |
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