+290.8%
P vs ESTC
+23.0%
+267.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | -23.8% | -11.5% | -12.3% | -20.1% |
| 30D | -36.6% | -7.5% | -29.1% | -34.5% |
| 3M | +10.9% | +23.1% | -12.2% | +1.6% |
| 6M | +30.0% | +75.3% | -45.3% | +3.4% |
| YTD | +44.4% | +14.1% | +30.3% | +31.9% |
| 1Y | +3.9% | -0.6% | +4.5% | -1.4% |
| 3Y | +176.6% | +20.8% | +155.8% | +122.6% |
| 5Y | +249.3% | -48.8% | +298.0% | +256.5% |
| All | +290.8% | +23.0% | +267.8% | +121.2% |
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