-31.9%
EL vs ESTC
+25.2%
-57.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.5% | +3.6% |
| 7D | +0.8% | -8.1% | +8.9% | +1.9% |
| 30D | +19.8% | +31.7% | -11.8% | +14.5% |
| 3M | +25.7% | +41.1% | -15.3% | +18.7% |
| 6M | +5.4% | +77.1% | -71.6% | -4.2% |
| YTD | +0.2% | +21.7% | -21.5% | -4.3% |
| 1Y | +20.4% | +8.4% | +12.1% | +16.2% |
| All | -31.9% | +25.2% | -57.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling