+166.1%
B vs ESTC
+18.0%
+148.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.5% |
| 7D | +9.6% | -11.5% | +21.1% | +10.1% |
| 30D | +3.5% | -7.5% | +11.1% | +3.9% |
| 3M | -1.6% | +23.1% | -24.6% | -2.5% |
| 6M | -1.7% | +75.3% | -76.9% | -4.0% |
| YTD | -5.3% | +14.1% | -19.4% | -5.9% |
| 1Y | +27.2% | -0.6% | +27.8% | +27.2% |
| 3Y | +166.1% | +20.8% | +145.3% | +163.7% |
| All | +166.1% | +18.0% | +148.1% | +163.7% |
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