-12.1%
W vs ESTC
+28.9%
-41.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +1.7% |
| 7D | +3.3% | -1.2% | +4.5% | +4.1% |
| 30D | +10.5% | -8.1% | +18.6% | +15.7% |
| 3M | +9.6% | +20.2% | -10.5% | -5.8% |
| 6M | +76.4% | +72.7% | +3.6% | +19.5% |
| YTD | +16.4% | +19.6% | -3.3% | -4.7% |
| 1Y | +9.3% | +0.3% | +9.1% | -2.6% |
| 3Y | +172.8% | +22.8% | +150.0% | +74.5% |
| 5Y | -53.4% | -50.9% | -2.5% | -47.6% |
| All | -12.1% | +28.9% | -41.0% | -58.8% |
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