+47.0%
EAT vs ESTC
+4.6%
+42.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.3% |
| 7D | 0.0% | -8.1% | +8.1% | -0.5% |
| 30D | +1.9% | +31.7% | -29.8% | +3.8% |
| 3M | +68.7% | +41.1% | +27.6% | +72.2% |
| 6M | +66.9% | +77.1% | -10.2% | +73.9% |
| YTD | +60.4% | +21.7% | +38.7% | +57.1% |
| All | +47.0% | +4.6% | +42.4% | +43.6% |
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