-24.7%
W vs ESTC
+23.7%
-48.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +1.4% |
| 7D | +5.9% | -3.3% | +9.3% | +7.6% |
| 30D | -3.0% | +13.4% | -16.5% | -13.0% |
| 3M | +40.3% | +41.3% | -1.0% | +9.6% |
| 6M | +32.2% | +62.6% | -30.4% | -7.5% |
| YTD | -0.3% | +14.8% | -15.1% | -15.7% |
| 1Y | +16.2% | -5.1% | +21.2% | +6.4% |
| 3Y | +40.7% | +11.2% | +29.6% | -3.8% |
| 5Y | -62.3% | -47.0% | -15.4% | -59.6% |
| All | -24.7% | +23.7% | -48.4% | -63.5% |
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