+25.1%
USFR vs ESTC
+27.2%
-2.2%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | +0.1% | +5.8% | -5.7% | +0.1% |
| 30D | +0.4% | -5.6% | +6.0% | +0.4% |
| 3M | +1.0% | +15.4% | -14.4% | +1.0% |
| 6M | +2.0% | +77.8% | -75.8% | +2.0% |
| YTD | +3.4% | +18.1% | -14.6% | +3.4% |
| 1Y | +4.1% | -3.7% | +7.8% | +4.1% |
| 3Y | +14.4% | +16.9% | -2.5% | +14.4% |
| 5Y | +21.4% | -51.2% | +72.6% | +21.4% |
| All | +25.1% | +27.2% | -2.2% | +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