-17.3%
Z vs ESTC
+31.2%
-48.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.3% |
| 7D | -3.0% | -8.1% | +5.1% | +0.2% |
| 30D | -4.2% | +31.7% | -35.9% | -15.4% |
| 3M | -3.7% | +41.1% | -44.8% | -17.4% |
| 6M | -24.5% | +77.1% | -101.6% | -41.9% |
| YTD | -49.3% | +21.7% | -71.0% | -54.8% |
| 1Y | -58.7% | +8.4% | -67.1% | -62.0% |
| 3Y | -34.1% | +23.6% | -57.8% | -50.3% |
| 5Y | -64.5% | -46.5% | -18.1% | -64.4% |
| All | -17.3% | +31.2% | -48.4% | -47.9% |
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