+37.7%
TROW vs ESTC
+25.9%
+11.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +0.5% | +2.4% | -1.9% | -0.1% |
| 30D | +9.3% | -4.2% | +13.6% | +10.0% |
| 3M | -0.9% | +2.5% | -3.4% | -2.5% |
| 6M | +8.3% | +81.5% | -73.1% | -6.8% |
| YTD | +10.6% | +16.8% | -6.2% | +3.6% |
| 1Y | +10.5% | -3.5% | +14.0% | +7.5% |
| 3Y | +36.5% | +17.7% | +18.8% | +17.6% |
| 5Y | -37.1% | -51.7% | +14.7% | -39.0% |
| All | +37.7% | +25.9% | +11.8% | -6.1% |
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