+1,050.4%
ASX vs ESTC
+31.2%
+1,019.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.2% |
| 7D | -0.7% | -8.1% | +7.4% | +1.0% |
| 30D | +2.0% | +31.7% | -29.7% | -4.9% |
| 3M | -1.3% | +41.1% | -42.4% | -9.8% |
| 6M | +71.4% | +77.1% | -5.6% | +46.9% |
| YTD | +135.3% | +21.7% | +113.6% | +118.0% |
| 1Y | +267.5% | +8.4% | +259.1% | +247.7% |
| 3Y | +388.5% | +23.6% | +364.9% | +316.8% |
| 5Y | +417.1% | -46.5% | +463.6% | +402.9% |
| All | +1,050.4% | +31.2% | +1,019.3% | +665.3% |
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