+370.6%
EAT vs ESTC
+23.0%
+347.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.4% |
| 7D | -2.6% | -11.5% | +8.9% | +0.4% |
| 30D | +11.5% | -7.5% | +19.0% | +13.3% |
| 3M | -9.1% | +23.1% | -32.2% | -15.8% |
| 6M | +40.4% | +75.3% | -34.9% | +16.7% |
| YTD | +43.9% | +14.1% | +29.8% | +32.3% |
| 1Y | +101.9% | -0.6% | +102.5% | +91.0% |
| 3Y | +489.9% | +20.8% | +469.0% | +374.9% |
| 5Y | +362.6% | -48.8% | +411.4% | +351.7% |
| All | +370.6% | +23.0% | +347.7% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling