+24.9%
EIX vs ESTC
+24.7%
+0.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.5% | -2.6% | +0.1% | -2.4% |
| 30D | +7.7% | -8.6% | +16.3% | +8.2% |
| 3M | -12.9% | +14.4% | -27.2% | -13.9% |
| 6M | -12.7% | +73.3% | -86.0% | -16.4% |
| YTD | +5.5% | +15.7% | -10.3% | +3.5% |
| 1Y | +9.4% | -7.6% | +16.9% | +9.1% |
| 3Y | +9.7% | +14.6% | -4.9% | +4.6% |
| 5Y | +16.9% | -50.0% | +67.0% | +17.1% |
| All | +24.9% | +24.7% | +0.2% | -4.5% |
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