+372.3%
EAT vs ESTC
-48.9%
+421.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.3% |
| 7D | -2.6% | -11.5% | +8.9% | -0.3% |
| 30D | +11.5% | -7.5% | +19.0% | +12.9% |
| 3M | -9.1% | +23.1% | -32.2% | -14.3% |
| 6M | +40.4% | +75.3% | -34.9% | +21.4% |
| YTD | +43.9% | +14.1% | +29.8% | +35.2% |
| 1Y | +101.9% | -0.6% | +102.5% | +94.4% |
| 3Y | +489.9% | +20.8% | +469.0% | +395.9% |
| All | +372.3% | -48.9% | +421.2% | +271.3% |
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