+175.9%
B vs ESTC
+13.7%
+162.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.7% | -2.6% | 0.0% | -2.5% |
| 30D | -4.3% | -8.6% | +4.3% | -4.0% |
| 3M | -2.3% | +14.4% | -16.6% | -2.9% |
| 6M | -16.2% | +73.3% | -89.5% | -18.2% |
| YTD | -8.8% | +15.7% | -24.6% | -9.5% |
| 1Y | +11.4% | -7.6% | +18.9% | +11.7% |
| All | +175.9% | +13.7% | +162.2% | +172.2% |
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 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