+45.2%
PL vs ESTC
-28.2%
+73.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.9% | +9.6% | +12.5% |
| 7D | +10.9% | -1.2% | +12.1% | +11.9% |
| 30D | -16.4% | -8.1% | -8.2% | -12.9% |
| 3M | -39.9% | +20.2% | -60.1% | -45.5% |
| 6M | -63.2% | +72.7% | -135.9% | -71.7% |
| YTD | -27.1% | +19.6% | -46.8% | -35.9% |
| 1Y | +12.2% | +0.3% | +11.9% | +6.0% |
| 3Y | +584.3% | +22.8% | +561.5% | +461.8% |
| 5Y | +37.0% | -50.9% | +87.9% | +22.2% |
| All | +45.2% | -28.2% | +73.4% | +29.2% |
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