-79.7%
TE vs ESTC
-48.1%
-31.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.8% | -4.9% |
| 7D | -10.5% | -1.2% | -9.4% | -9.9% |
| 30D | -32.4% | -8.1% | -24.3% | -30.1% |
| 3M | -60.9% | +20.2% | -81.0% | -64.5% |
| 6M | -62.8% | +72.7% | -135.6% | -71.3% |
| YTD | -65.7% | +19.6% | -85.4% | -69.7% |
| 1Y | -39.9% | +0.3% | -40.2% | -43.0% |
| 3Y | +10.6% | +22.8% | -12.2% | -16.0% |
| 5Y | -79.7% | -50.9% | -28.8% | -75.7% |
| All | -79.7% | -48.1% | -31.6% | -75.7% |
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