-41.3%
TE vs ESTC
-47.2%
+5.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.7% | +13.7% | +11.5% |
| 7D | +18.2% | -4.3% | +22.5% | +20.0% |
| 30D | -13.5% | +17.7% | -31.2% | -20.7% |
| 3M | -44.6% | +42.3% | -86.9% | -53.5% |
| 6M | -24.7% | +64.6% | -89.3% | -40.9% |
| YTD | -24.3% | +17.2% | -41.5% | -32.4% |
| 1Y | +155.6% | -4.2% | +159.8% | +144.6% |
| 3Y | -18.3% | +13.5% | -31.8% | -35.3% |
| 5Y | -41.3% | -45.5% | +4.2% | -40.5% |
| All | -41.3% | -47.2% | +5.9% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling