-78.3%
TE vs ESTC
+23.8%
-102.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -22.0% | -2.6% | -19.3% | -21.0% |
| 30D | -33.6% | -8.6% | -25.0% | -31.6% |
| 3M | -61.1% | +14.4% | -75.4% | -63.3% |
| 6M | -64.7% | +73.3% | -138.0% | -71.3% |
| YTD | -68.1% | +15.7% | -83.8% | -70.7% |
| 1Y | -51.7% | -7.6% | -44.1% | -52.4% |
| 3Y | +42.0% | +14.6% | +27.4% | +21.4% |
| 5Y | -80.8% | -50.0% | -30.8% | -82.6% |
| All | -78.3% | +23.8% | -102.1% | -81.0% |
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