-65.3%
EL vs ESTC
-52.1%
-13.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | +10.0% | -4.2% | +14.2% | +10.8% |
| 3M | +28.4% | +2.5% | +25.9% | +26.6% |
| 6M | +37.1% | +81.5% | -44.4% | +19.0% |
| YTD | +7.8% | +16.8% | -9.0% | +1.6% |
| 1Y | +26.0% | -3.5% | +29.5% | +23.1% |
| 3Y | +3.8% | +17.7% | -13.9% | -10.2% |
| All | -65.3% | -52.1% | -13.3% | -69.7% |
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