+330.1%
P vs ESTC
+24.7%
+305.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.4% | +4.4% |
| 7D | -4.7% | -2.6% | -2.1% | -3.5% |
| 30D | -31.4% | -8.6% | -22.8% | -28.8% |
| 3M | -2.6% | +14.4% | -17.0% | -8.4% |
| 6M | +21.9% | +73.3% | -51.4% | -2.4% |
| YTD | +58.9% | +15.7% | +43.2% | +44.6% |
| 1Y | +21.7% | -7.6% | +29.3% | +19.0% |
| 3Y | +193.3% | +14.6% | +178.7% | +141.6% |
| 5Y | +275.1% | -50.0% | +325.2% | +288.4% |
| All | +330.1% | +24.7% | +305.4% | +142.4% |
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