+285.0%
ELF vs ESTC
-52.1%
+337.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | 0.0% |
| 7D | +6.3% | -3.6% | +9.8% | +7.1% |
| 30D | +8.5% | -11.2% | +19.7% | +11.1% |
| 3M | +24.4% | +14.3% | +10.1% | +19.4% |
| 6M | +94.7% | +67.0% | +27.7% | +70.6% |
| YTD | +55.9% | +15.7% | +40.2% | +46.7% |
| 1Y | +48.4% | -6.3% | +54.7% | +45.9% |
| 3Y | +24.6% | +14.5% | +10.1% | +12.1% |
| 5Y | +285.0% | -49.9% | +334.9% | +248.3% |
| All | +285.0% | -52.1% | +337.1% | +248.3% |
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