+73.3%
D vs ESTC
+18.0%
+55.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.5% |
| 7D | +3.0% | -11.5% | +14.5% | +2.9% |
| 30D | +11.5% | -7.5% | +19.0% | +11.4% |
| 3M | +3.7% | +23.1% | -19.3% | +3.6% |
| 6M | +13.5% | +75.3% | -61.7% | +13.1% |
| YTD | +20.7% | +14.1% | +6.6% | +20.8% |
| 1Y | +18.2% | -0.6% | +18.8% | +18.5% |
| 3Y | +73.3% | +20.8% | +52.5% | +66.4% |
| All | +73.3% | +18.0% | +55.3% | +66.4% |
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 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