-30.2%
RUN vs ESTC
+24.6%
-54.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.3% | -7.2% | -9.1% |
| 7D | +0.3% | -3.6% | +3.9% | +1.6% |
| 30D | +14.0% | -11.2% | +25.2% | +18.7% |
| 3M | -11.8% | +14.3% | -26.1% | -20.4% |
| 6M | -40.4% | +67.0% | -107.4% | -55.5% |
| YTD | -52.7% | +15.7% | -68.3% | -57.8% |
| 1Y | -52.5% | -6.3% | -46.3% | -53.7% |
| 3Y | -7.7% | +14.5% | -22.2% | -35.1% |
| 5Y | -83.9% | -49.9% | -34.0% | -84.0% |
| All | -30.2% | +24.6% | -54.9% | -60.9% |
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