+83.9%
ED vs ESTC
+31.2%
+52.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.4% |
| 7D | -0.2% | -8.1% | +7.9% | -0.3% |
| 30D | -0.1% | +31.7% | -31.8% | +0.3% |
| 3M | +3.9% | +41.1% | -37.1% | +4.5% |
| 6M | -3.0% | +77.1% | -80.1% | -2.1% |
| YTD | +10.7% | +21.7% | -11.0% | +11.3% |
| 1Y | +13.3% | +8.4% | +5.0% | +13.9% |
| 3Y | +34.5% | +23.6% | +10.9% | +34.7% |
| 5Y | +67.1% | -46.5% | +113.6% | +66.4% |
| All | +83.9% | +31.2% | +52.8% | +74.9% |
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