+30.0%
ECL vs ESTC
-46.4%
+76.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.6% |
| 7D | -2.6% | -8.1% | +5.5% | -1.8% |
| 30D | -2.2% | +31.7% | -33.9% | -5.4% |
| 3M | +10.1% | +41.1% | -30.9% | +5.4% |
| 6M | -5.7% | +77.1% | -82.8% | -12.6% |
| YTD | +7.0% | +21.7% | -14.7% | +3.4% |
| 1Y | +2.7% | +8.4% | -5.7% | +0.3% |
| 3Y | +57.7% | +23.6% | +34.1% | +42.3% |
| All | +30.0% | -46.4% | +76.4% | +17.7% |
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