+129.5%
ENB vs ESTC
+28.9%
+100.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.7% |
| 7D | -3.7% | -1.2% | -2.5% | -3.6% |
| 30D | +1.7% | -8.1% | +9.8% | +2.3% |
| 3M | -6.3% | +20.2% | -26.5% | -8.3% |
| 6M | -9.2% | +72.7% | -81.9% | -14.3% |
| YTD | +3.1% | +19.6% | -16.5% | +0.1% |
| 1Y | +3.4% | +0.3% | +3.1% | +2.0% |
| 3Y | +68.9% | +22.8% | +46.1% | +56.0% |
| 5Y | +51.7% | -50.9% | +102.6% | +53.8% |
| All | +129.5% | +28.9% | +100.5% | +67.8% |
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