+37.6%
D vs ESTC
+20.3%
+17.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +6.0% | 0.0% |
| 7D | +6.9% | -18.5% | +25.4% | +7.6% |
| 30D | +12.3% | -11.0% | +23.3% | +12.6% |
| 3M | +3.0% | +20.8% | -17.7% | +2.1% |
| 6M | +12.8% | +67.9% | -55.1% | +10.4% |
| YTD | +22.6% | +11.6% | +10.9% | +21.5% |
| 1Y | +21.7% | -3.3% | +24.9% | +21.2% |
| 3Y | +83.9% | +16.4% | +67.5% | +78.5% |
| 5Y | +14.0% | -49.9% | +63.8% | +13.6% |
| All | +37.6% | +20.3% | +17.3% | +17.5% |
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