-44.9%
S vs ESTC
-41.3%
-3.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +1.6% |
| 7D | +1.4% | -3.6% | +4.9% | +3.8% |
| 30D | -10.8% | -11.2% | +0.4% | -4.0% |
| 3M | +5.4% | +14.3% | -8.9% | -4.6% |
| 6M | +41.2% | +67.0% | -25.8% | +0.2% |
| YTD | +56.2% | +15.7% | +40.5% | +36.5% |
| 1Y | +36.3% | -6.3% | +42.6% | +33.1% |
| 3Y | +49.4% | +14.5% | +34.9% | +2.3% |
| 5Y | -66.9% | -49.9% | -17.0% | -59.1% |
| All | -44.9% | -41.3% | -3.5% | -40.5% |
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