-1.3%
EIX vs ESTC
+11.7%
-13.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.7% | +8.2% | +4.5% |
| 7D | +0.9% | -4.3% | +5.2% | +0.9% |
| 30D | -13.5% | +17.7% | -31.3% | -13.8% |
| 3M | -15.3% | +42.3% | -57.5% | -15.8% |
| 6M | -15.3% | +64.6% | -79.9% | -16.3% |
| YTD | +2.7% | +17.2% | -14.5% | +3.0% |
| 1Y | +17.4% | -4.2% | +21.7% | +18.8% |
| 3Y | -1.3% | +13.5% | -14.9% | -3.4% |
| All | -1.3% | +11.7% | -13.1% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling