+67.8%
B vs ESTC
+7.3%
+60.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -2.0% |
| 7D | -1.6% | -8.1% | +6.5% | -1.3% |
| 30D | +9.4% | +31.7% | -22.3% | +7.9% |
| 3M | +5.0% | +41.1% | -36.1% | +3.2% |
| 6M | -3.5% | +77.1% | -80.6% | -5.9% |
| YTD | +4.5% | +21.7% | -17.2% | +6.2% |
| 1Y | +67.8% | +8.4% | +59.4% | +76.2% |
| All | +67.8% | +7.3% | +60.5% | +76.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling