+157.3%
ALL vs ESTC
-50.1%
+207.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.6% | -2.6% | +0.1% | -2.5% |
| 30D | +12.7% | -8.6% | +21.3% | +13.0% |
| 3M | +0.4% | +14.4% | -14.0% | -0.4% |
| 6M | +23.8% | +73.3% | -49.5% | +20.6% |
| YTD | +27.8% | +15.7% | +12.1% | +26.4% |
| 1Y | +28.9% | -7.6% | +36.5% | +28.6% |
| 3Y | +113.9% | +14.6% | +99.3% | +107.1% |
| All | +157.3% | -50.1% | +207.4% | +137.2% |
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 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