+130.7%
C vs ESTC
-46.4%
+177.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.3% |
| 7D | +3.6% | -8.1% | +11.7% | +4.8% |
| 30D | +0.1% | +31.7% | -31.6% | -4.2% |
| 3M | +2.4% | +41.1% | -38.6% | -3.2% |
| 6M | +24.9% | +77.1% | -52.1% | +13.6% |
| YTD | +19.8% | +21.7% | -1.9% | +14.7% |
| 1Y | +44.9% | +8.4% | +36.5% | +40.2% |
| 3Y | +263.0% | +23.6% | +239.4% | +231.2% |
| All | +130.7% | -46.4% | +177.0% | +107.4% |
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 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