+97.3%
SHEL vs ESTC
+19.3%
+78.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.7% |
| 7D | +3.9% | -13.2% | +17.1% | +5.1% |
| 30D | +7.0% | +9.3% | -2.4% | +5.8% |
| 3M | +12.5% | +37.3% | -24.9% | +8.9% |
| 6M | +14.8% | +61.0% | -46.2% | +9.2% |
| YTD | +34.2% | +10.7% | +23.5% | +31.4% |
| 1Y | +37.0% | -7.2% | +44.2% | +36.0% |
| 3Y | +70.9% | +7.2% | +63.7% | +61.4% |
| 5Y | +192.5% | -47.7% | +240.3% | +192.3% |
| All | +97.3% | +19.3% | +78.0% | +41.2% |
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