+12.5%
A vs ESTC
-48.9%
+61.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.4% |
| 7D | -0.1% | -11.5% | +11.5% | +1.9% |
| 30D | +3.4% | -7.5% | +10.9% | +4.5% |
| 3M | +23.8% | +23.1% | +0.8% | +18.6% |
| 6M | +49.0% | +75.3% | -26.3% | +33.9% |
| YTD | +29.4% | +14.1% | +15.3% | +23.8% |
| 1Y | +19.4% | -0.6% | +20.0% | +16.4% |
| 3Y | +66.2% | +20.8% | +45.4% | +47.0% |
| All | +12.5% | -48.9% | +61.5% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling