-33.2%
EFX vs ESTC
-45.2%
+12.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -5.4% |
| 7D | -8.6% | -8.1% | -0.5% | -7.0% |
| 30D | +0.1% | +31.7% | -31.6% | -6.2% |
| 3M | +3.8% | +41.1% | -37.2% | -4.3% |
| 6M | -13.5% | +77.1% | -90.6% | -24.4% |
| YTD | -17.7% | +21.7% | -39.4% | -22.6% |
| 1Y | -25.6% | +8.4% | -34.0% | -28.9% |
| 3Y | -12.1% | +23.6% | -35.7% | -24.2% |
| All | -33.2% | -45.2% | +12.0% | -38.8% |
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