-10.8%
DOW vs ESTC
+4.8%
-15.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -2.4% |
| 7D | -2.4% | -8.1% | +5.7% | -1.4% |
| 30D | +0.4% | +31.7% | -31.3% | -3.9% |
| 3M | -14.4% | +41.1% | -55.4% | -19.0% |
| 6M | -7.0% | +77.1% | -84.0% | -15.3% |
| YTD | +30.2% | +21.7% | +8.5% | +24.5% |
| 1Y | +29.2% | +8.4% | +20.8% | +24.9% |
| 3Y | -36.7% | +23.6% | -60.3% | -42.5% |
| 5Y | -37.7% | -46.5% | +8.8% | -37.5% |
| All | -10.8% | +4.8% | -15.6% | -37.2% |
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