+23.1%
ECL vs ESTC
+1.6%
+21.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.4% |
| 7D | +7.7% | -15.9% | +23.6% | +7.0% |
| 30D | +13.7% | -5.5% | +19.2% | +13.4% |
| 3M | +11.6% | +26.2% | -14.7% | +12.9% |
| 6M | +23.9% | +77.0% | -53.1% | +27.4% |
| YTD | +21.0% | +18.9% | +2.1% | +24.5% |
| 1Y | +23.1% | +1.3% | +21.8% | +25.5% |
| All | +23.1% | +1.6% | +21.6% | +25.5% |
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