+771.1%
ELF vs ESTC
+31.2%
+739.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +3.1% |
| 7D | +5.4% | -8.1% | +13.5% | +7.2% |
| 30D | +27.0% | +31.7% | -4.7% | +18.0% |
| 3M | +113.2% | +41.1% | +72.1% | +94.7% |
| 6M | +36.6% | +77.1% | -40.5% | +17.1% |
| YTD | +44.2% | +21.7% | +22.5% | +33.9% |
| 1Y | -18.0% | +8.4% | -26.4% | -22.5% |
| 3Y | -19.9% | +23.6% | -43.5% | -30.1% |
| 5Y | +257.7% | -46.5% | +304.2% | +251.3% |
| All | +771.1% | +31.2% | +739.9% | +457.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling