+47.1%
EFX vs ESTC
+31.2%
+15.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -5.5% |
| 7D | -8.6% | -8.1% | -0.5% | -7.1% |
| 30D | +0.1% | +31.7% | -31.6% | -5.6% |
| 3M | +3.8% | +41.1% | -37.2% | -3.5% |
| 6M | -13.5% | +77.1% | -90.6% | -23.4% |
| YTD | -17.7% | +21.7% | -39.4% | -22.0% |
| 1Y | -25.6% | +8.4% | -34.0% | -28.5% |
| 3Y | -12.1% | +23.6% | -35.7% | -22.3% |
| 5Y | -33.8% | -46.5% | +12.7% | -37.0% |
| All | +47.1% | +31.2% | +15.9% | +8.4% |
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 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