+30.1%
D vs ESTC
+31.2%
-1.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.3% |
| 7D | +0.4% | -8.1% | +8.5% | +0.7% |
| 30D | -3.6% | +31.7% | -35.2% | -4.6% |
| 3M | -1.0% | +41.1% | -42.0% | -2.3% |
| 6M | +6.3% | +77.1% | -70.8% | +3.9% |
| YTD | +14.7% | +21.7% | -7.0% | +13.5% |
| 1Y | +16.9% | +8.4% | +8.6% | +16.1% |
| 3Y | +56.8% | +23.6% | +33.2% | +52.0% |
| 5Y | +5.2% | -46.5% | +51.7% | +4.8% |
| All | +30.1% | +31.2% | -1.1% | +10.9% |
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