+320.4%
ON vs ESTC
+27.2%
+293.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | +17.0% | +5.8% | +11.2% | +14.8% |
| 30D | -3.9% | -5.6% | +1.7% | -2.0% |
| 3M | -11.5% | +15.4% | -26.9% | -17.5% |
| 6M | -29.2% | +77.8% | -107.0% | -44.7% |
| YTD | +36.2% | +18.1% | +18.1% | +20.4% |
| 1Y | +49.6% | -3.7% | +53.3% | +41.9% |
| 3Y | +9.4% | +16.9% | -7.5% | -15.1% |
| 5Y | +25.8% | -51.2% | +77.1% | +28.5% |
| All | +320.4% | +27.2% | +293.1% | +117.8% |
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