+22.7%
EIX vs ESTC
-46.4%
+69.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.0% |
| 7D | -19.1% | -8.1% | -11.0% | -18.9% |
| 30D | -16.9% | +31.7% | -48.6% | -17.9% |
| 3M | -20.0% | +41.1% | -61.1% | -21.2% |
| 6M | -21.3% | +77.1% | -98.4% | -23.4% |
| YTD | -1.7% | +21.7% | -23.4% | -2.6% |
| 1Y | +9.6% | +8.4% | +1.2% | +9.0% |
| 3Y | -3.7% | +23.6% | -27.3% | -6.6% |
| All | +22.7% | -46.4% | +69.0% | +13.9% |
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