+36.6%
ECL vs ESTC
-49.1%
+85.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | -0.5% | +5.8% | -6.2% | -1.1% |
| 30D | +6.6% | -5.6% | +12.1% | +7.0% |
| 3M | +9.6% | +15.4% | -5.8% | +7.2% |
| 6M | +21.6% | +77.8% | -56.2% | +12.8% |
| YTD | +16.9% | +18.1% | -1.2% | +13.1% |
| 1Y | +17.9% | -3.7% | +21.6% | +16.8% |
| 3Y | +76.5% | +16.9% | +59.6% | +60.5% |
| 5Y | +36.6% | -51.2% | +87.9% | +19.4% |
| All | +36.6% | -49.1% | +85.7% | +19.4% |
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