-48.8%
S vs ESTC
-42.1%
-6.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.3% |
| 7D | -13.4% | -11.5% | -1.9% | -6.8% |
| 30D | -14.0% | -7.5% | -6.4% | -9.6% |
| 3M | +4.9% | +23.1% | -18.2% | -9.3% |
| 6M | +42.0% | +75.3% | -33.3% | -2.2% |
| YTD | +45.1% | +14.1% | +31.0% | +27.7% |
| 1Y | +33.1% | -0.6% | +33.6% | +25.2% |
| 3Y | +40.6% | +20.8% | +19.8% | -8.2% |
| 5Y | -67.5% | -48.8% | -18.7% | -60.8% |
| All | -48.8% | -42.1% | -6.6% | -44.3% |
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