-6.2%
ELV vs ESTC
+11.7%
-18.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.3% |
| 7D | -0.3% | -4.3% | +4.0% | -0.2% |
| 30D | +2.0% | +17.7% | -15.8% | +1.7% |
| 3M | -3.5% | +42.3% | -45.8% | -4.1% |
| 6M | +40.2% | +64.6% | -24.4% | +39.1% |
| YTD | +15.8% | +17.2% | -1.4% | +15.4% |
| 1Y | +33.2% | -4.2% | +37.4% | +33.0% |
| 3Y | -6.2% | +13.5% | -19.8% | -7.5% |
| All | -6.2% | +11.7% | -18.0% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling