+325.3%
ASX vs ESTC
+18.0%
+307.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.2% | +4.2% | +6.1% |
| 7D | -19.9% | -11.5% | -8.4% | -18.5% |
| 30D | -30.9% | -7.5% | -23.3% | -29.9% |
| 3M | -15.1% | +23.1% | -38.1% | -17.5% |
| 6M | -6.5% | +75.3% | -81.8% | -14.2% |
| YTD | +98.4% | +14.1% | +84.3% | +93.8% |
| 1Y | +107.9% | -0.6% | +108.4% | +107.6% |
| 3Y | +325.3% | +20.8% | +304.5% | +315.0% |
| All | +325.3% | +18.0% | +307.3% | +315.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling