+213.3%
ALL vs ESTC
+31.2%
+182.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.1% | -1.0% |
| 7D | 0.0% | -8.1% | +8.1% | +0.6% |
| 30D | -1.5% | +31.7% | -33.2% | -3.6% |
| 3M | +23.6% | +41.1% | -17.4% | +20.3% |
| 6M | +22.3% | +77.1% | -54.7% | +16.8% |
| YTD | +26.5% | +21.7% | +4.8% | +23.8% |
| 1Y | +27.0% | +8.4% | +18.6% | +25.0% |
| 3Y | +149.6% | +23.6% | +126.0% | +135.5% |
| 5Y | +118.1% | -46.5% | +164.5% | +117.5% |
| All | +213.3% | +31.2% | +182.1% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling