-50.0%
TE vs ESTC
+22.7%
-72.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.3% |
| 7D | +15.0% | -3.3% | +18.3% | +16.1% |
| 30D | -7.5% | +13.4% | -21.0% | -12.7% |
| 3M | -42.0% | +41.3% | -83.3% | -49.4% |
| 6M | -31.4% | +62.6% | -94.0% | -43.3% |
| YTD | -26.5% | +14.8% | -41.3% | -32.4% |
| 1Y | +153.1% | -5.1% | +158.1% | +145.3% |
| 3Y | -20.7% | +11.2% | -31.8% | -31.8% |
| 5Y | -45.4% | -47.0% | +1.5% | -50.6% |
| All | -50.0% | +22.7% | -72.7% | -56.0% |
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