-44.7%
S vs ESTC
-39.3%
-5.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.9% | +3.2% | +5.2% |
| 7D | +1.6% | -1.2% | +2.7% | +2.5% |
| 30D | -10.5% | -8.1% | -2.4% | -5.5% |
| 3M | +9.9% | +20.2% | -10.3% | -3.4% |
| 6M | +41.8% | +72.7% | -31.0% | -1.4% |
| YTD | +56.8% | +19.6% | +37.2% | +34.4% |
| 1Y | +39.0% | +0.3% | +38.7% | +30.4% |
| 3Y | +53.8% | +22.8% | +31.0% | +0.3% |
| 5Y | -68.6% | -50.9% | -17.7% | -60.0% |
| All | -44.7% | -39.3% | -5.3% | -41.4% |
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