+122.2%
ALL vs ESTC
-46.4%
+168.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.1% | -1.2% |
| 7D | 0.0% | -8.1% | +8.1% | +0.3% |
| 30D | -1.5% | +31.7% | -33.2% | -2.6% |
| 3M | +23.6% | +41.1% | -17.4% | +21.8% |
| 6M | +22.3% | +77.1% | -54.7% | +19.2% |
| YTD | +26.5% | +21.7% | +4.8% | +25.1% |
| 1Y | +27.0% | +8.4% | +18.6% | +26.0% |
| 3Y | +149.6% | +23.6% | +126.0% | +141.2% |
| All | +122.2% | -46.4% | +168.6% | +109.5% |
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