+145.0%
ALL vs ESTC
-48.9%
+193.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -4.5% |
| 7D | -1.9% | -11.5% | +9.6% | -1.5% |
| 30D | +13.8% | -7.5% | +21.3% | +14.0% |
| 3M | -7.0% | +23.1% | -30.1% | -8.0% |
| 6M | +18.0% | +75.3% | -57.2% | +15.0% |
| YTD | +24.2% | +14.1% | +10.1% | +22.9% |
| 1Y | +31.2% | -0.6% | +31.8% | +30.5% |
| 3Y | +107.5% | +20.8% | +86.7% | +100.4% |
| All | +145.0% | -48.9% | +193.9% | +126.8% |
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