+144.2%
EQT vs ESTC
+23.7%
+120.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -2.0% | -3.3% | +1.3% | -1.7% |
| 30D | +1.0% | +13.4% | -12.4% | -1.0% |
| 3M | +4.0% | +41.3% | -37.3% | -1.2% |
| 6M | -11.7% | +62.6% | -74.3% | -18.0% |
| YTD | +2.8% | +14.8% | -11.9% | -0.6% |
| 1Y | +10.0% | -5.1% | +15.1% | +8.7% |
| 3Y | +34.1% | +11.2% | +23.0% | +23.9% |
| 5Y | +195.3% | -47.0% | +242.2% | +187.6% |
| All | +144.2% | +23.7% | +120.5% | +81.9% |
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