+14.8%
PL vs ESTC
-33.0%
+47.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.1% | -4.0% | -7.6% |
| 7D | -20.5% | -18.5% | -2.1% | -13.4% |
| 30D | -38.8% | -11.0% | -27.8% | -35.6% |
| 3M | -49.1% | +20.8% | -69.9% | -54.1% |
| 6M | -69.4% | +67.9% | -137.3% | -76.4% |
| YTD | -42.3% | +11.6% | -54.0% | -47.9% |
| 1Y | -14.2% | -3.3% | -10.9% | -18.1% |
| 3Y | +398.7% | +16.4% | +382.3% | +317.2% |
| 5Y | +11.1% | -49.9% | +61.0% | +1.7% |
| All | +14.8% | -33.0% | +47.9% | +4.9% |
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