+117.1%
RMD vs ESTC
+26.3%
+90.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.7% |
| 7D | -4.5% | -4.3% | -0.2% | -3.9% |
| 30D | +4.6% | +17.7% | -13.1% | +1.9% |
| 3M | +14.8% | +42.3% | -27.5% | +8.7% |
| 6M | -12.1% | +64.6% | -76.6% | -18.9% |
| YTD | -7.5% | +17.2% | -24.7% | -11.0% |
| 1Y | -20.1% | -4.2% | -15.9% | -21.2% |
| 3Y | +53.9% | +13.5% | +40.4% | +39.3% |
| 5Y | -22.2% | -45.5% | +23.3% | -24.6% |
| All | +117.1% | +26.3% | +90.8% | +58.0% |
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