+61.7%
DD vs ESTC
-48.9%
+110.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | +4.6% | -11.5% | +16.1% | +6.3% |
| 30D | +11.8% | -7.5% | +19.3% | +12.8% |
| 3M | +2.2% | +23.1% | -20.9% | -1.6% |
| 6M | -1.6% | +75.3% | -76.9% | -10.6% |
| YTD | +23.0% | +14.1% | +8.9% | +18.4% |
| 1Y | +26.9% | -0.6% | +27.5% | +24.5% |
| 3Y | +77.9% | +20.8% | +57.1% | +61.8% |
| All | +61.7% | -48.9% | +110.6% | +45.5% |
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 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