+113.5%
RF vs ESTC
+24.7%
+88.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | -2.6% | +1.3% | -1.0% |
| 30D | +4.6% | -8.6% | +13.2% | +5.9% |
| 3M | -8.4% | +14.4% | -22.8% | -11.3% |
| 6M | +8.9% | +73.3% | -64.4% | -2.1% |
| YTD | +8.8% | +15.7% | -6.9% | +3.7% |
| 1Y | +18.9% | -7.6% | +26.5% | +17.4% |
| 3Y | +116.0% | +14.6% | +101.4% | +95.2% |
| 5Y | +46.0% | -50.0% | +96.1% | +44.1% |
| All | +113.5% | +24.7% | +88.8% | +43.8% |
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