+61.7%
DD vs ESTC
-46.4%
+108.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.8% | +1.0% |
| 7D | -3.5% | -8.1% | +4.6% | -2.5% |
| 30D | -10.3% | +31.7% | -42.0% | -14.2% |
| 3M | -7.5% | +41.1% | -48.6% | -12.6% |
| 6M | -8.0% | +77.1% | -85.1% | -16.4% |
| YTD | +10.5% | +21.7% | -11.2% | +5.8% |
| 1Y | +38.3% | +8.4% | +29.9% | +33.9% |
| 3Y | +42.5% | +23.6% | +18.9% | +29.8% |
| All | +61.7% | -46.4% | +108.0% | +46.5% |
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