-30.8%
RUN vs ESTC
+25.9%
-56.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -13.5% | +2.4% | -15.9% | -14.5% |
| 30D | +18.3% | -4.2% | +22.5% | +19.0% |
| 3M | -12.5% | +2.5% | -14.9% | -16.6% |
| 6M | -40.3% | +81.5% | -121.8% | -57.1% |
| YTD | -53.1% | +16.8% | -69.9% | -58.4% |
| 1Y | -54.3% | -3.5% | -50.8% | -56.0% |
| 3Y | -6.5% | +17.7% | -24.2% | -35.3% |
| 5Y | -85.3% | -51.7% | -33.5% | -85.1% |
| All | -30.8% | +25.9% | -56.8% | -61.5% |
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