+105.9%
C vs ESTC
-48.9%
+154.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -2.4% | -11.5% | +9.1% | -0.8% |
| 30D | -6.0% | -7.5% | +1.6% | -5.1% |
| 3M | -10.5% | +23.1% | -33.6% | -13.8% |
| 6M | -5.7% | +75.3% | -81.0% | -14.2% |
| YTD | +4.1% | +14.1% | -10.0% | +0.3% |
| 1Y | +20.5% | -0.6% | +21.1% | +18.0% |
| 3Y | +208.1% | +20.8% | +187.3% | +181.6% |
| All | +105.9% | -48.9% | +154.9% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling