+34.3%
TROW vs ESTC
+19.3%
+15.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.6% |
| 7D | -3.0% | -13.2% | +10.2% | -0.1% |
| 30D | -5.5% | +9.3% | -14.8% | -8.0% |
| 3M | +2.3% | +37.3% | -35.1% | -5.7% |
| 6M | +23.9% | +61.0% | -37.1% | +9.3% |
| YTD | +7.9% | +10.7% | -2.8% | +2.7% |
| 1Y | +6.1% | -7.2% | +13.3% | +4.1% |
| 3Y | +13.8% | +7.2% | +6.6% | +0.1% |
| 5Y | -38.2% | -47.7% | +9.5% | -41.0% |
| All | +34.3% | +19.3% | +15.0% | -7.0% |
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