+26.0%
C vs ESTC
+1.6%
+24.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.7% |
| 7D | +1.1% | -15.9% | +16.9% | +2.6% |
| 30D | -2.4% | -5.5% | +3.1% | -2.1% |
| 3M | -8.4% | +26.2% | -34.6% | -11.1% |
| 6M | +0.3% | +77.0% | -76.7% | -7.2% |
| YTD | +9.1% | +18.9% | -9.8% | +6.4% |
| 1Y | +26.0% | +1.3% | +24.7% | +24.2% |
| All | +26.0% | +1.6% | +24.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling