-18.0%
ELF vs ESTC
+7.3%
-25.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +2.4% |
| 7D | +5.4% | -8.1% | +13.5% | +6.0% |
| 30D | +27.0% | +31.7% | -4.7% | +23.1% |
| 3M | +113.2% | +41.1% | +72.1% | +104.4% |
| 6M | +36.6% | +77.1% | -40.5% | +28.9% |
| YTD | +44.2% | +21.7% | +22.5% | +37.6% |
| 1Y | -18.0% | +8.4% | -26.4% | -19.7% |
| All | -18.0% | +7.3% | -25.3% | -19.7% |
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 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