+255.0%
ELF vs ESTC
-46.4%
+301.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +3.0% |
| 7D | +5.4% | -8.1% | +13.5% | +7.0% |
| 30D | +27.0% | +31.7% | -4.7% | +18.5% |
| 3M | +113.2% | +41.1% | +72.1% | +95.7% |
| 6M | +36.6% | +77.1% | -40.5% | +18.2% |
| YTD | +44.2% | +21.7% | +22.5% | +34.7% |
| 1Y | -18.0% | +8.4% | -26.4% | -22.1% |
| 3Y | -19.9% | +23.6% | -43.5% | -29.0% |
| All | +255.0% | -46.4% | +301.4% | +218.1% |
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