+157.6%
B vs ESTC
-46.4%
+204.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.9% |
| 7D | -1.6% | -8.1% | +6.5% | -1.1% |
| 30D | +9.4% | +31.7% | -22.3% | +7.3% |
| 3M | +5.0% | +41.1% | -36.1% | +2.3% |
| 6M | -3.5% | +77.1% | -80.6% | -7.6% |
| YTD | +4.5% | +21.7% | -17.2% | +2.5% |
| 1Y | +67.8% | +8.4% | +59.4% | +65.7% |
| 3Y | +196.7% | +23.6% | +173.1% | +181.9% |
| All | +157.6% | -46.4% | +204.0% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling