-16.8%
EL vs ESTC
+31.2%
-48.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.5% | +3.9% |
| 7D | +0.8% | -8.1% | +8.9% | +2.4% |
| 30D | +19.8% | +31.7% | -11.8% | +12.3% |
| 3M | +25.7% | +41.1% | -15.3% | +15.8% |
| 6M | +5.4% | +77.1% | -71.6% | -8.0% |
| YTD | +0.2% | +21.7% | -21.5% | -6.1% |
| 1Y | +20.4% | +8.4% | +12.1% | +14.6% |
| 3Y | -32.1% | +23.6% | -55.7% | -41.4% |
| 5Y | -67.2% | -46.5% | -20.7% | -68.6% |
| All | -16.8% | +31.2% | -48.0% | -42.6% |
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 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