-27.6%
Z vs ESTC
+20.3%
-47.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.1% | -4.5% | -8.2% |
| 7D | -2.3% | -18.5% | +16.2% | +5.9% |
| 30D | +9.4% | -11.0% | +20.3% | +14.1% |
| 3M | -16.1% | +20.8% | -36.9% | -23.8% |
| 6M | -30.4% | +67.9% | -98.3% | -45.4% |
| YTD | -55.6% | +11.6% | -67.2% | -59.3% |
| 1Y | -58.5% | -3.3% | -55.3% | -60.2% |
| 3Y | -19.6% | +16.4% | -36.0% | -37.9% |
| 5Y | -54.1% | -49.9% | -4.3% | -53.2% |
| All | -27.6% | +20.3% | -47.9% | -53.1% |
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