+162.4%
ALL vs ESTC
-52.1%
+214.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +5.0% | +2.4% | +2.6% | +4.9% |
| 30D | +13.3% | -4.2% | +17.6% | +13.4% |
| 3M | +3.2% | +2.5% | +0.7% | +2.8% |
| 6M | +25.3% | +81.5% | -56.1% | +21.9% |
| YTD | +30.5% | +16.8% | +13.6% | +28.9% |
| 1Y | +29.2% | -3.5% | +32.6% | +28.7% |
| 3Y | +119.1% | +17.7% | +101.4% | +111.9% |
| All | +162.4% | -52.1% | +214.5% | +141.5% |
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