-29.5%
RUN vs ESTC
+23.7%
-53.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.6% |
| 7D | -1.8% | -3.3% | +1.6% | -0.6% |
| 30D | -10.8% | +13.4% | -24.3% | -18.0% |
| 3M | -30.2% | +41.3% | -71.5% | -42.3% |
| 6M | -22.3% | +62.6% | -84.9% | -41.1% |
| YTD | -52.2% | +14.8% | -66.9% | -56.5% |
| 1Y | -45.1% | -5.1% | -40.0% | -46.5% |
| 3Y | -37.1% | +11.2% | -48.3% | -54.7% |
| 5Y | -80.3% | -47.0% | -33.3% | -80.8% |
| All | -29.5% | +23.7% | -53.2% | -59.8% |
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