+28.0%
EL vs ESTC
+0.3%
+27.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.0% | +2.2% |
| 7D | +8.0% | -1.2% | +9.2% | +8.1% |
| 30D | +15.4% | -8.1% | +23.5% | +16.4% |
| 3M | +28.5% | +20.2% | +8.3% | +24.9% |
| 6M | +32.2% | +72.7% | -40.5% | +21.6% |
| YTD | +9.2% | +19.6% | -10.5% | +3.4% |
| All | +28.0% | +0.3% | +27.7% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling