-27.4%
U vs ESTC
-15.1%
-12.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +16.9% | -2.6% | +19.6% | +18.0% |
| 30D | +6.4% | -8.6% | +15.0% | +11.3% |
| 3M | +13.2% | +14.4% | -1.2% | -1.3% |
| 6M | +84.8% | +73.3% | +11.5% | +20.4% |
| YTD | +12.4% | +15.7% | -3.3% | -4.6% |
| 1Y | +19.8% | -7.6% | +27.4% | +16.2% |
| 3Y | +83.8% | +14.6% | +69.2% | +19.6% |
| 5Y | -72.7% | -50.0% | -22.7% | -70.5% |
| All | -27.4% | -15.1% | -12.3% | -49.7% |
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