+630.2%
TER vs ESTC
+28.9%
+601.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.9% | +7.9% | +11.4% |
| 7D | -5.8% | -1.2% | -4.6% | -5.1% |
| 30D | -38.9% | -8.1% | -30.8% | -37.3% |
| 3M | -35.1% | +20.2% | -55.3% | -39.2% |
| 6M | -31.6% | +72.7% | -104.3% | -43.2% |
| YTD | +27.2% | +19.6% | +7.6% | +14.9% |
| 1Y | +35.2% | +0.3% | +35.0% | +28.5% |
| 3Y | +192.8% | +22.8% | +170.0% | +135.8% |
| 5Y | +72.4% | -50.9% | +123.3% | +74.9% |
| All | +630.2% | +28.9% | +601.3% | +355.6% |
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