+483.0%
EAT vs ESTC
+14.8%
+468.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -4.0% | +2.4% | -6.4% | -4.2% |
| 30D | -2.9% | -4.2% | +1.4% | -2.6% |
| 3M | -16.9% | +2.5% | -19.3% | -17.5% |
| 6M | +57.0% | +81.5% | -24.5% | +43.8% |
| YTD | +38.2% | +16.8% | +21.3% | +33.9% |
| 1Y | +69.3% | -3.5% | +72.7% | +68.6% |
| 3Y | +483.0% | +17.7% | +465.3% | +455.0% |
| All | +483.0% | +14.8% | +468.2% | +455.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling