+74.6%
T vs ESTC
+26.3%
+48.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.2% |
| 7D | -1.5% | -4.3% | +2.8% | -1.4% |
| 30D | +7.6% | +17.7% | -10.1% | +6.9% |
| 3M | +15.3% | +42.3% | -27.0% | +13.7% |
| 6M | -8.5% | +64.6% | -73.0% | -10.3% |
| YTD | +6.8% | +17.2% | -10.4% | +5.8% |
| 1Y | -7.2% | -4.2% | -3.0% | -7.3% |
| 3Y | +108.2% | +13.5% | +94.7% | +100.9% |
| 5Y | +66.1% | -45.5% | +111.6% | +64.1% |
| All | +74.6% | +26.3% | +48.3% | +41.5% |
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