+17.4%
EIX vs ESTC
+0.7%
+16.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.7% | +8.2% | +4.2% |
| 7D | +0.9% | -4.3% | +5.2% | +0.5% |
| 30D | -13.5% | +17.7% | -31.3% | -11.9% |
| 3M | -15.3% | +42.3% | -57.5% | -12.0% |
| 6M | -15.3% | +64.6% | -79.9% | -10.2% |
| YTD | +2.7% | +17.2% | -14.5% | +7.2% |
| 1Y | +17.4% | -4.2% | +21.7% | +21.3% |
| All | +17.4% | +0.7% | +16.7% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling