+57.5%
TECH vs ESTC
+27.2%
+30.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +0.2% | +5.8% | -5.5% | -1.1% |
| 30D | +0.5% | -5.6% | +6.1% | +1.4% |
| 3M | +1.0% | +15.4% | -14.5% | -3.9% |
| 6M | +54.1% | +77.8% | -23.7% | +30.7% |
| YTD | +24.4% | +18.1% | +6.3% | +15.3% |
| 1Y | +19.3% | -3.7% | +23.0% | +15.5% |
| 3Y | +28.5% | +16.9% | +11.6% | +8.7% |
| 5Y | -41.0% | -51.2% | +10.3% | -41.8% |
| All | +57.5% | +27.2% | +30.3% | +11.8% |
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