+250.6%
ELF vs ESTC
-51.6%
+302.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.8% | -2.0% |
| 7D | -2.7% | -18.5% | +15.7% | +1.5% |
| 30D | +6.9% | -11.0% | +17.9% | +9.3% |
| 3M | +27.2% | +20.8% | +6.4% | +20.6% |
| 6M | +84.9% | +67.9% | +17.0% | +61.7% |
| YTD | +44.5% | +11.6% | +32.9% | +37.0% |
| 1Y | -6.8% | -3.3% | -3.5% | -9.0% |
| 3Y | +14.2% | +16.4% | -2.2% | +2.3% |
| 5Y | +250.6% | -49.9% | +300.5% | +209.5% |
| All | +250.6% | -51.6% | +302.3% | +209.5% |
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