-12.0%
A vs ESTC
-46.4%
+34.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.3% |
| 7D | -1.9% | -8.1% | +6.2% | -0.7% |
| 30D | +6.9% | +31.7% | -24.8% | +1.5% |
| 3M | +9.2% | +41.1% | -31.8% | +2.2% |
| 6M | +25.7% | +77.1% | -51.4% | +12.5% |
| YTD | +11.5% | +21.7% | -10.2% | +5.8% |
| 1Y | +18.4% | +8.4% | +10.0% | +13.7% |
| 3Y | +26.6% | +23.6% | +3.0% | +11.5% |
| All | -12.0% | -46.4% | +34.3% | -17.6% |
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