+51.7%
ELF vs ESTC
-2.5%
+54.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.5% |
| 7D | +4.0% | -11.5% | +15.5% | +5.4% |
| 30D | +10.6% | -7.5% | +18.1% | +11.5% |
| 3M | +25.8% | +23.1% | +2.8% | +22.1% |
| 6M | +89.1% | +75.3% | +13.8% | +75.2% |
| YTD | +52.7% | +14.1% | +38.6% | +48.4% |
| 1Y | +51.7% | -0.6% | +52.3% | +49.9% |
| All | +51.7% | -2.5% | +54.2% | +49.9% |
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