+75.1%
D vs ESTC
+19.0%
+56.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.2% |
| 7D | +2.4% | -3.6% | +5.9% | +2.4% |
| 30D | +10.9% | -11.2% | +22.1% | +10.9% |
| 3M | +2.8% | +14.3% | -11.5% | +2.7% |
| 6M | +12.7% | +67.0% | -54.3% | +12.3% |
| YTD | +20.3% | +15.7% | +4.7% | +20.4% |
| 1Y | +17.1% | -6.3% | +23.4% | +17.6% |
| 3Y | +75.1% | +14.5% | +60.6% | +70.1% |
| All | +75.1% | +19.0% | +56.1% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling