+35.8%
EQT vs ESTC
+7.0%
+28.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.8% |
| 7D | -1.2% | -13.2% | +12.0% | -0.4% |
| 30D | +1.1% | +9.3% | -8.3% | +0.3% |
| 3M | +4.8% | +37.3% | -32.6% | +2.4% |
| 6M | -10.6% | +61.0% | -71.6% | -13.8% |
| YTD | +3.4% | +10.7% | -7.2% | +2.5% |
| 1Y | +8.7% | -7.2% | +15.8% | +9.2% |
| All | +35.8% | +7.0% | +28.8% | +36.8% |
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 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