+1,004.4%
TER vs ESTC
+26.3%
+978.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +5.2% |
| 7D | +11.0% | -4.3% | +15.3% | +11.9% |
| 30D | -1.9% | +17.7% | -19.6% | -7.7% |
| 3M | -0.7% | +42.3% | -43.0% | -12.3% |
| 6M | +36.4% | +64.6% | -28.2% | +13.1% |
| YTD | +92.4% | +17.2% | +75.2% | +74.5% |
| 1Y | +213.5% | -4.2% | +217.7% | +200.1% |
| 3Y | +277.2% | +13.5% | +263.7% | +209.6% |
| 5Y | +219.1% | -45.5% | +264.7% | +209.2% |
| All | +1,004.4% | +26.3% | +978.1% | +591.6% |
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