+326.7%
B vs ESTC
+23.0%
+303.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +9.6% | -11.5% | +21.1% | +10.3% |
| 30D | +3.5% | -7.5% | +11.1% | +3.9% |
| 3M | -1.6% | +23.1% | -24.6% | -3.0% |
| 6M | -1.7% | +75.3% | -76.9% | -5.1% |
| YTD | -5.3% | +14.1% | -19.4% | -6.6% |
| 1Y | +27.2% | -0.6% | +27.8% | +26.4% |
| 3Y | +166.1% | +20.8% | +145.3% | +156.0% |
| 5Y | +136.5% | -48.8% | +185.2% | +130.8% |
| All | +326.7% | +23.0% | +303.7% | +299.4% |
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 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