+61.5%
O vs ESTC
+26.3%
+35.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.1% |
| 7D | -0.6% | -4.3% | +3.7% | -0.2% |
| 30D | -2.0% | +17.7% | -19.7% | -3.5% |
| 3M | +3.0% | +42.3% | -39.3% | -0.3% |
| 6M | -3.6% | +64.6% | -68.2% | -8.3% |
| YTD | +12.1% | +17.2% | -5.2% | +9.5% |
| 1Y | +8.9% | -4.2% | +13.1% | +8.1% |
| 3Y | +30.3% | +13.5% | +16.8% | +21.9% |
| 5Y | +13.7% | -45.5% | +59.2% | +12.3% |
| All | +61.5% | +26.3% | +35.2% | +17.9% |
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