+265.0%
C vs ESTC
+25.2%
+239.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.2% |
| 7D | +3.6% | -8.1% | +11.7% | +4.6% |
| 30D | +0.1% | +31.7% | -31.6% | -3.8% |
| 3M | +2.4% | +41.1% | -38.6% | -2.6% |
| 6M | +24.9% | +77.1% | -52.1% | +14.6% |
| YTD | +19.8% | +21.7% | -1.9% | +15.3% |
| 1Y | +44.9% | +8.4% | +36.5% | +40.8% |
| All | +265.0% | +25.2% | +239.8% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling