+315.3%
P vs ESTC
+28.9%
+286.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +4.6% |
| 7D | -9.6% | -1.2% | -8.4% | -8.9% |
| 30D | -33.4% | -8.1% | -25.3% | -31.0% |
| 3M | +14.2% | +20.2% | -6.0% | +5.7% |
| 6M | +31.6% | +72.7% | -41.2% | +5.3% |
| YTD | +53.5% | +19.6% | +33.8% | +38.0% |
| 1Y | +14.2% | +0.3% | +13.9% | +8.3% |
| 3Y | +190.5% | +22.8% | +167.7% | +133.2% |
| 5Y | +256.3% | -50.9% | +307.2% | +272.6% |
| All | +315.3% | +28.9% | +286.4% | +131.3% |
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