+111.1%
RF vs ESTC
+23.0%
+88.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -0.9% | -11.5% | +10.6% | +0.9% |
| 30D | +6.0% | -7.5% | +13.6% | +7.1% |
| 3M | -8.9% | +23.1% | -32.0% | -12.8% |
| 6M | +2.3% | +75.3% | -72.9% | -8.2% |
| YTD | +7.6% | +14.1% | -6.5% | +2.8% |
| 1Y | +21.2% | -0.6% | +21.7% | +18.0% |
| 3Y | +108.5% | +20.8% | +87.7% | +86.5% |
| 5Y | +43.2% | -48.8% | +92.0% | +40.4% |
| All | +111.1% | +23.0% | +88.1% | +42.5% |
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