+273.0%
ELF vs ESTC
-52.1%
+325.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.1% |
| 7D | +1.6% | +2.4% | -0.8% | +1.0% |
| 30D | +9.1% | -4.2% | +13.4% | +9.9% |
| 3M | +28.2% | +2.5% | +25.7% | +26.2% |
| 6M | +119.5% | +81.5% | +38.0% | +88.6% |
| YTD | +55.2% | +16.8% | +38.3% | +45.6% |
| 1Y | +58.6% | -3.5% | +62.0% | +54.8% |
| 3Y | +21.3% | +17.7% | +3.6% | +8.4% |
| All | +273.0% | -52.1% | +325.1% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling