+370.8%
B vs ESTC
+31.2%
+339.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -2.0% |
| 7D | -1.6% | -8.1% | +6.5% | -1.1% |
| 30D | +9.4% | +31.7% | -22.3% | +7.5% |
| 3M | +5.0% | +41.1% | -36.1% | +2.7% |
| 6M | -3.5% | +77.1% | -80.6% | -7.1% |
| YTD | +4.5% | +21.7% | -17.2% | +2.7% |
| 1Y | +67.8% | +8.4% | +59.4% | +65.9% |
| 3Y | +196.7% | +23.6% | +173.1% | +185.1% |
| 5Y | +151.9% | -46.5% | +198.4% | +145.3% |
| All | +370.8% | +31.2% | +339.6% | +339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling