+342.0%
EAT vs ESTC
-46.4%
+388.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.5% |
| 7D | 0.0% | -8.1% | +8.1% | +1.6% |
| 30D | +1.9% | +31.7% | -29.8% | -4.9% |
| 3M | +68.7% | +41.1% | +27.6% | +54.6% |
| 6M | +66.9% | +77.1% | -10.2% | +43.8% |
| YTD | +60.4% | +21.7% | +38.7% | +49.4% |
| 1Y | +44.0% | +8.4% | +35.6% | +36.0% |
| 3Y | +604.7% | +23.6% | +581.1% | +491.1% |
| All | +342.0% | -46.4% | +388.3% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling