+113.6%
C vs ESTC
-51.0%
+164.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.4% | -2.6% | +2.2% | -0.1% |
| 30D | -5.3% | -8.6% | +3.3% | -4.3% |
| 3M | -8.0% | +14.4% | -22.4% | -10.4% |
| 6M | -0.3% | +73.3% | -73.6% | -9.1% |
| YTD | +8.6% | +15.7% | -7.1% | +4.4% |
| 1Y | +25.8% | -7.6% | +33.4% | +24.6% |
| 3Y | +221.2% | +14.6% | +206.6% | +195.8% |
| 5Y | +113.6% | -50.0% | +163.6% | +86.7% |
| All | +113.6% | -51.0% | +164.5% | +86.7% |
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 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