+26.8%
PL vs ESTC
-31.5%
+58.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.1% | +9.5% |
| 7D | -6.8% | -11.5% | +4.7% | -1.8% |
| 30D | -29.3% | -7.5% | -21.8% | -26.8% |
| 3M | -44.8% | +23.1% | -67.8% | -50.5% |
| 6M | -68.4% | +75.3% | -143.7% | -76.0% |
| YTD | -36.4% | +14.1% | -50.5% | -43.0% |
| 1Y | +0.7% | -0.6% | +1.3% | -4.9% |
| 3Y | +455.3% | +20.8% | +434.5% | +357.7% |
| 5Y | +22.7% | -48.8% | +71.4% | +11.3% |
| All | +26.8% | -31.5% | +58.3% | +14.9% |
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