+16.4%
EIX vs ESTC
+31.2%
-14.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.1% |
| 7D | -19.1% | -8.1% | -11.0% | -18.7% |
| 30D | -16.9% | +31.7% | -48.6% | -18.6% |
| 3M | -20.0% | +41.1% | -61.1% | -22.1% |
| 6M | -21.3% | +77.1% | -98.4% | -24.8% |
| YTD | -1.7% | +21.7% | -23.4% | -3.7% |
| 1Y | +9.6% | +8.4% | +1.2% | +8.0% |
| 3Y | -3.7% | +23.6% | -27.3% | -8.6% |
| 5Y | +22.6% | -46.5% | +69.1% | +22.1% |
| All | +16.4% | +31.2% | -14.7% | -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 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