+13.8%
PR vs ESTC
+23.0%
-9.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.5% |
| 7D | -16.4% | -11.5% | -4.9% | -14.2% |
| 30D | -1.9% | -7.5% | +5.6% | -0.5% |
| 3M | +8.0% | +23.1% | -15.1% | +1.8% |
| 6M | +4.1% | +75.3% | -71.2% | -10.1% |
| YTD | +58.7% | +14.1% | +44.6% | +48.7% |
| 1Y | +75.8% | -0.6% | +76.4% | +69.3% |
| 3Y | +73.2% | +20.8% | +52.3% | +48.2% |
| 5Y | +230.1% | -48.8% | +278.9% | +230.4% |
| All | +13.8% | +23.0% | -9.2% | -23.4% |
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