+25.0%
USFR vs ESTC
+28.9%
-3.9%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | 0.0% |
| 7D | +0.1% | -1.2% | +1.2% | +0.1% |
| 30D | +0.4% | -8.1% | +8.5% | +0.4% |
| 3M | +1.1% | +20.2% | -19.1% | +1.1% |
| 6M | +2.0% | +72.7% | -70.7% | +2.0% |
| YTD | +3.4% | +19.6% | -16.2% | +3.4% |
| 1Y | +4.1% | +0.3% | +3.8% | +4.1% |
| 3Y | +14.3% | +22.8% | -8.5% | +14.3% |
| 5Y | +21.3% | -50.9% | +72.2% | +21.3% |
| All | +25.0% | +28.9% | -3.9% | +24.9% |
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