+822.5%
ELF vs ESTC
+23.0%
+799.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.2% |
| 7D | +4.0% | -11.5% | +15.5% | +6.8% |
| 30D | +10.6% | -7.5% | +18.1% | +12.4% |
| 3M | +25.8% | +23.1% | +2.8% | +18.5% |
| 6M | +89.1% | +75.3% | +13.8% | +62.7% |
| YTD | +52.7% | +14.1% | +38.6% | +43.5% |
| 1Y | +51.7% | -0.6% | +52.3% | +46.6% |
| 3Y | +14.2% | +20.8% | -6.6% | +0.2% |
| 5Y | +270.7% | -48.8% | +319.5% | +267.8% |
| All | +822.5% | +23.0% | +799.5% | +497.9% |
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