-26.3%
U vs ESTC
-15.1%
-11.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | 0.0% |
| 7D | +24.4% | -3.6% | +27.9% | +26.3% |
| 30D | +7.4% | -11.2% | +18.6% | +14.4% |
| 3M | +16.8% | +14.3% | +2.5% | +1.9% |
| 6M | +78.8% | +67.0% | +11.8% | +19.5% |
| YTD | +14.0% | +15.7% | -1.7% | -3.2% |
| 1Y | +16.7% | -6.3% | +23.0% | +12.1% |
| 3Y | +86.4% | +14.5% | +71.9% | +21.3% |
| 5Y | -71.5% | -49.9% | -21.6% | -69.2% |
| All | -26.3% | -15.1% | -11.2% | -49.0% |
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