+115.2%
RF vs ESTC
+25.9%
+89.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | +7.3% | -4.2% | +11.6% | +7.8% |
| 3M | -7.9% | +2.5% | -10.4% | -9.1% |
| 6M | +10.5% | +81.5% | -71.0% | -1.4% |
| YTD | +9.6% | +16.8% | -7.2% | +4.3% |
| 1Y | +20.3% | -3.5% | +23.8% | +17.8% |
| 3Y | +119.5% | +17.7% | +101.8% | +97.5% |
| 5Y | +48.2% | -51.7% | +99.9% | +47.3% |
| All | +115.2% | +25.9% | +89.2% | +44.7% |
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