+57.5%
TECH vs ESTC
+24.7%
+32.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.6% |
| 30D | +0.3% | -8.6% | +8.9% | +2.0% |
| 3M | +1.0% | +14.4% | -13.3% | -3.6% |
| 6M | +54.0% | +73.3% | -19.3% | +31.4% |
| YTD | +24.3% | +15.7% | +8.6% | +15.7% |
| 1Y | +23.7% | -7.6% | +31.3% | +20.9% |
| 3Y | +28.5% | +14.6% | +13.9% | +9.1% |
| 5Y | -41.2% | -50.0% | +8.8% | -42.5% |
| All | +57.5% | +24.7% | +32.7% | +12.3% |
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