+149.2%
CBOE vs ESTC
-47.2%
+196.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.6% |
| 7D | -4.6% | -4.3% | -0.3% | -4.5% |
| 30D | +2.6% | +17.7% | -15.1% | +2.0% |
| 3M | +4.9% | +42.3% | -37.4% | +3.7% |
| 6M | -2.2% | +64.6% | -66.7% | -4.0% |
| YTD | +17.7% | +17.2% | +0.5% | +16.6% |
| 1Y | +26.1% | -4.2% | +30.3% | +25.6% |
| 3Y | +97.1% | +13.5% | +83.6% | +89.7% |
| 5Y | +149.2% | -45.5% | +194.7% | +146.1% |
| All | +149.2% | -47.2% | +196.4% | +146.1% |
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