+5.4%
B vs ESTC
-3.5%
+8.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -7.3% | +2.4% | -9.7% | -7.4% |
| 30D | -3.3% | -4.2% | +0.9% | -3.1% |
| 3M | -7.8% | +2.5% | -10.2% | -7.5% |
| 6M | -15.5% | +81.5% | -97.0% | -16.5% |
| YTD | -12.3% | +16.8% | -29.1% | -10.2% |
| 1Y | +5.4% | -3.5% | +8.8% | +8.8% |
| All | +5.4% | -3.5% | +8.9% | +8.8% |
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 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