+20.6%
PR vs ESTC
+25.9%
-5.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.4% |
| 7D | +6.0% | +2.4% | +3.6% | +5.4% |
| 30D | -4.2% | -4.2% | 0.0% | -3.6% |
| 3M | +10.0% | +2.5% | +7.5% | +8.1% |
| 6M | +15.6% | +81.5% | -65.9% | -0.8% |
| YTD | +68.2% | +16.8% | +51.3% | +56.7% |
| 1Y | +79.2% | -3.5% | +82.7% | +73.7% |
| 3Y | +94.9% | +17.7% | +77.2% | +68.2% |
| 5Y | +272.8% | -51.7% | +324.5% | +281.0% |
| All | +20.6% | +25.9% | -5.4% | -19.3% |
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