+169.5%
EQNR vs ESTC
+19.3%
+150.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | +5.7% | -13.2% | +18.9% | +7.2% |
| 30D | +11.3% | +9.3% | +1.9% | +9.8% |
| 3M | +21.5% | +37.3% | -15.9% | +16.8% |
| 6M | +41.8% | +61.0% | -19.2% | +33.5% |
| YTD | +97.3% | +10.7% | +86.7% | +92.4% |
| 1Y | +89.9% | -7.2% | +97.1% | +88.2% |
| 3Y | +76.9% | +7.2% | +69.7% | +64.6% |
| 5Y | +189.2% | -47.7% | +236.9% | +188.0% |
| All | +169.5% | +19.3% | +150.3% | +88.8% |
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