+103.2%
ED vs ESTC
+23.0%
+80.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.3% |
| 7D | +1.6% | -11.5% | +13.2% | +1.5% |
| 30D | +13.3% | -7.5% | +20.8% | +13.2% |
| 3M | +9.7% | +23.1% | -13.3% | +10.1% |
| 6M | +12.8% | +75.3% | -62.5% | +13.8% |
| YTD | +22.3% | +14.1% | +8.2% | +23.0% |
| 1Y | +26.3% | -0.6% | +26.9% | +26.8% |
| 3Y | +45.0% | +20.8% | +24.2% | +45.2% |
| 5Y | +80.2% | -48.8% | +128.9% | +79.2% |
| All | +103.2% | +23.0% | +80.3% | +93.1% |
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