+135.9%
RMD vs ESTC
+25.9%
+110.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +2.1% | +2.4% | -0.3% | +1.7% |
| 30D | +2.1% | -4.2% | +6.3% | +2.6% |
| 3M | +6.2% | +2.5% | +3.8% | +5.4% |
| 6M | +19.4% | +81.5% | -62.1% | +8.7% |
| YTD | +0.5% | +16.8% | -16.3% | -3.4% |
| 1Y | -3.9% | -3.5% | -0.5% | -5.4% |
| 3Y | +72.5% | +17.7% | +54.8% | +55.4% |
| 5Y | -1.5% | -51.7% | +50.2% | -2.3% |
| All | +135.9% | +25.9% | +110.0% | +71.5% |
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