+110.8%
EAT vs ESTC
+1.6%
+109.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.2% |
| 7D | -0.1% | -15.9% | +15.7% | -1.2% |
| 30D | +13.5% | -5.5% | +19.0% | +13.4% |
| 3M | +1.0% | +26.2% | -25.2% | +3.0% |
| 6M | +57.3% | +77.0% | -19.8% | +63.9% |
| YTD | +53.6% | +18.9% | +34.7% | +50.2% |
| 1Y | +110.8% | +1.3% | +109.5% | +97.5% |
| All | +110.8% | +1.6% | +109.3% | +97.5% |
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 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