-80.5%
TE vs ESTC
+25.0%
-105.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -19.1% | +2.4% | -21.5% | -19.7% |
| 30D | -34.1% | -4.2% | -29.9% | -33.2% |
| 3M | -60.1% | +2.5% | -62.6% | -60.9% |
| 6M | -66.0% | +81.5% | -147.4% | -72.7% |
| YTD | -71.4% | +16.8% | -88.3% | -73.9% |
| 1Y | -45.3% | -3.5% | -41.8% | -47.0% |
| 3Y | +9.1% | +17.7% | -8.6% | -7.5% |
| 5Y | -82.6% | -51.7% | -30.8% | -84.2% |
| All | -80.5% | +25.0% | -105.5% | -83.0% |
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