+94.2%
AR vs ESTC
+23.0%
+71.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -1.2% |
| 7D | -14.3% | -11.5% | -2.7% | -12.4% |
| 30D | +1.4% | -7.5% | +9.0% | +2.6% |
| 3M | +3.4% | +23.1% | -19.7% | -1.5% |
| 6M | -2.1% | +75.3% | -77.3% | -12.9% |
| YTD | +4.7% | +14.1% | -9.4% | -0.5% |
| 1Y | +10.6% | -0.6% | +11.2% | +7.5% |
| 3Y | +24.6% | +20.8% | +3.8% | +9.9% |
| 5Y | +71.9% | -48.8% | +120.6% | +71.1% |
| All | +94.2% | +23.0% | +71.2% | +31.8% |
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 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