-15.7%
RMD vs ESTC
+7.3%
-23.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.3% |
| 7D | -5.0% | -8.1% | +3.1% | -4.9% |
| 30D | +2.2% | +31.7% | -29.5% | +2.7% |
| 3M | +17.8% | +41.1% | -23.2% | +18.3% |
| 6M | -11.3% | +77.1% | -88.4% | -10.5% |
| YTD | -4.4% | +21.7% | -26.1% | -4.2% |
| 1Y | -15.7% | +8.4% | -24.1% | -15.6% |
| All | -15.7% | +7.3% | -23.0% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling