+81.4%
YUM vs ESTC
+19.1%
+62.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -9.2% | +3.1% | -5.2% |
| 30D | -5.8% | +8.1% | -13.9% | -6.8% |
| 3M | -7.6% | +38.5% | -46.1% | -10.8% |
| 6M | -9.1% | +57.8% | -66.9% | -13.7% |
| YTD | -5.5% | +10.5% | -16.1% | -7.4% |
| 1Y | -3.7% | -6.4% | +2.7% | -4.4% |
| 3Y | +17.8% | +4.7% | +13.1% | +11.0% |
| 5Y | +19.3% | -47.8% | +67.0% | +17.8% |
| All | +81.4% | +19.1% | +62.3% | +34.2% |
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