+142.5%
ENB vs ESTC
+31.2%
+111.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.5% |
| 7D | -0.2% | -8.1% | +7.9% | +0.5% |
| 30D | -2.2% | +31.7% | -33.9% | -4.9% |
| 3M | -10.5% | +41.1% | -51.6% | -13.6% |
| 6M | -5.1% | +77.1% | -82.1% | -10.7% |
| YTD | +9.0% | +21.7% | -12.7% | +5.9% |
| 1Y | +8.2% | +8.4% | -0.2% | +6.0% |
| 3Y | +67.8% | +23.6% | +44.1% | +54.8% |
| 5Y | +69.4% | -46.5% | +115.8% | +69.1% |
| All | +142.5% | +31.2% | +111.3% | +77.4% |
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