+75.3%
EQNR vs ESTC
+6.9%
+68.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -9.2% | +15.6% | +6.6% |
| 30D | +10.4% | +8.1% | +2.3% | +10.1% |
| 3M | +23.1% | +38.5% | -15.4% | +22.1% |
| 6M | +36.3% | +57.8% | -21.5% | +34.7% |
| YTD | +96.0% | +10.5% | +85.4% | +95.2% |
| 1Y | +94.2% | -6.4% | +100.6% | +94.5% |
| 3Y | +75.3% | +4.7% | +70.6% | +75.2% |
| All | +75.3% | +6.9% | +68.4% | +75.2% |
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