+83.8%
EQNR vs ESTC
+7.3%
+76.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.5% |
| 7D | +1.7% | -8.1% | +9.8% | +1.4% |
| 30D | +11.5% | +31.7% | -20.2% | +12.9% |
| 3M | +12.9% | +41.1% | -28.2% | +14.8% |
| 6M | +36.0% | +77.1% | -41.1% | +39.8% |
| YTD | +84.1% | +21.7% | +62.4% | +83.7% |
| 1Y | +83.8% | +8.4% | +75.4% | +85.0% |
| All | +83.8% | +7.3% | +76.5% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling