+207.3%
V vs ESTC
+28.9%
+178.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.9% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | +9.5% | -8.1% | +17.6% | +10.6% |
| 3M | +16.7% | +20.2% | -3.5% | +12.3% |
| 6M | +32.9% | +72.7% | -39.8% | +20.0% |
| YTD | +21.1% | +19.6% | +1.5% | +14.9% |
| 1Y | +26.6% | +0.3% | +26.4% | +23.3% |
| 3Y | +78.4% | +22.8% | +55.6% | +57.4% |
| 5Y | +105.5% | -50.9% | +156.3% | +106.4% |
| All | +207.3% | +28.9% | +178.4% | +98.8% |
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