+138.0%
B vs ESTC
-48.9%
+186.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +9.6% | -11.5% | +21.1% | +10.4% |
| 30D | +3.5% | -7.5% | +11.1% | +4.0% |
| 3M | -1.6% | +23.1% | -24.6% | -3.2% |
| 6M | -1.7% | +75.3% | -76.9% | -5.8% |
| YTD | -5.3% | +14.1% | -19.4% | -6.8% |
| 1Y | +27.2% | -0.6% | +27.8% | +26.3% |
| 3Y | +166.1% | +20.8% | +145.3% | +152.7% |
| All | +138.0% | -48.9% | +186.9% | +136.4% |
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