+17.9%
EIX vs ESTC
-48.9%
+66.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.6% |
| 7D | +1.0% | -11.5% | +12.5% | +1.4% |
| 30D | +9.1% | -7.5% | +16.7% | +9.4% |
| 3M | -10.2% | +23.1% | -33.3% | -11.2% |
| 6M | -11.2% | +75.3% | -86.5% | -13.7% |
| YTD | +4.5% | +14.1% | -9.6% | +3.6% |
| 1Y | +10.9% | -0.6% | +11.5% | +10.7% |
| 3Y | +8.4% | +20.8% | -12.4% | +4.8% |
| All | +17.9% | -48.9% | +66.8% | +11.1% |
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