-3.9%
ELF vs ESTC
+1.6%
-5.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | -1.5% | -15.9% | +14.3% | +0.4% |
| 30D | +9.5% | -5.5% | +15.0% | +10.1% |
| 3M | +29.4% | +26.2% | +3.2% | +24.9% |
| 6M | +83.7% | +77.0% | +6.7% | +69.2% |
| YTD | +49.4% | +18.9% | +30.6% | +43.5% |
| 1Y | -3.9% | +1.3% | -5.2% | -6.1% |
| All | -3.9% | +1.6% | -5.5% | -6.1% |
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