+207.9%
V vs ESTC
+24.6%
+183.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.7% |
| 7D | +0.6% | -3.6% | +4.2% | +1.1% |
| 30D | +9.7% | -11.2% | +20.9% | +11.4% |
| 3M | +17.3% | +14.3% | +3.0% | +13.7% |
| 6M | +33.2% | +67.0% | -33.8% | +20.8% |
| YTD | +21.3% | +15.7% | +5.7% | +15.7% |
| 1Y | +27.3% | -6.3% | +33.6% | +25.3% |
| 3Y | +76.1% | +14.5% | +61.6% | +57.3% |
| 5Y | +103.5% | -49.9% | +153.3% | +102.8% |
| All | +207.9% | +24.6% | +183.3% | +100.2% |
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