+29.4%
DOW vs ESTC
+0.7%
+28.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.3% |
| 7D | -2.9% | -4.3% | +1.4% | -3.0% |
| 30D | +2.0% | +17.7% | -15.8% | +2.6% |
| 3M | -12.5% | +42.3% | -54.8% | -11.3% |
| 6M | -9.2% | +64.6% | -73.8% | -7.5% |
| YTD | +30.8% | +17.2% | +13.6% | +31.7% |
| 1Y | +29.4% | -4.2% | +33.6% | +32.3% |
| All | +29.4% | +0.7% | +28.7% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling