+811.5%
ASX vs ESTC
+20.3%
+791.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.1% | -14.7% | -19.4% |
| 7D | -33.3% | -18.5% | -14.8% | -30.0% |
| 30D | -36.5% | -11.0% | -25.5% | -34.6% |
| 3M | -19.2% | +20.8% | -40.0% | -23.1% |
| 6M | -10.2% | +67.9% | -78.1% | -21.7% |
| YTD | +86.5% | +11.6% | +74.8% | +76.3% |
| 1Y | +89.6% | -3.3% | +92.9% | +84.7% |
| 3Y | +298.6% | +16.4% | +282.2% | +246.0% |
| 5Y | +414.3% | -49.9% | +464.1% | +408.6% |
| All | +811.5% | +20.3% | +791.2% | +519.2% |
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