-11.9%
EL vs ESTC
+23.0%
-34.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | +0.8% | -11.5% | +12.3% | +3.3% |
| 30D | +16.5% | -7.5% | +24.1% | +18.2% |
| 3M | +29.2% | +23.1% | +6.1% | +22.4% |
| 6M | +27.9% | +75.3% | -47.4% | +11.8% |
| YTD | +6.2% | +14.1% | -7.9% | +0.5% |
| 1Y | +27.2% | -0.6% | +27.7% | +23.3% |
| 3Y | +3.2% | +20.8% | -17.6% | -10.5% |
| 5Y | -66.0% | -48.8% | -17.2% | -67.2% |
| All | -11.9% | +23.0% | -34.8% | -38.5% |
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