+275.1%
ELF vs ESTC
-48.9%
+324.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.3% |
| 7D | +4.0% | -11.5% | +15.5% | +6.7% |
| 30D | +10.6% | -7.5% | +18.1% | +12.3% |
| 3M | +25.8% | +23.1% | +2.8% | +18.8% |
| 6M | +89.1% | +75.3% | +13.8% | +63.9% |
| YTD | +52.7% | +14.1% | +38.6% | +44.2% |
| 1Y | +51.7% | -0.6% | +52.3% | +47.1% |
| 3Y | +14.2% | +20.8% | -6.6% | +1.4% |
| All | +275.1% | -48.9% | +324.0% | +235.0% |
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