+324.4%
B vs ESTC
+20.3%
+304.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +0.9% |
| 7D | +4.3% | -18.5% | +22.8% | +5.5% |
| 30D | -0.9% | -11.0% | +10.1% | -0.3% |
| 3M | -1.4% | +20.8% | -22.1% | -2.6% |
| 6M | +5.0% | +67.9% | -62.9% | +1.6% |
| YTD | -5.8% | +11.6% | -17.4% | -7.0% |
| 1Y | +25.6% | -3.3% | +28.9% | +24.9% |
| 3Y | +161.6% | +16.4% | +145.2% | +152.2% |
| 5Y | +135.2% | -49.9% | +185.1% | +129.9% |
| All | +324.4% | +20.3% | +304.1% | +297.7% |
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 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