+115.0%
C vs ESTC
+20.3%
+94.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.1% | +1.1% | -4.0% |
| 7D | -5.3% | -18.5% | +13.2% | -2.1% |
| 30D | -7.3% | -11.0% | +3.7% | -5.7% |
| 3M | -13.5% | +20.8% | -34.2% | -17.0% |
| 6M | -6.5% | +67.9% | -74.4% | -15.8% |
| YTD | +3.6% | +11.6% | -8.0% | -0.7% |
| 1Y | +18.9% | -3.3% | +22.2% | +16.4% |
| 3Y | +205.0% | +16.4% | +188.6% | +174.0% |
| 5Y | +109.4% | -49.9% | +159.2% | +107.7% |
| All | +115.0% | +20.3% | +94.7% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling