+43.4%
EQX vs ESTC
+7.3%
+36.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.9% |
| 7D | -1.4% | -8.1% | +6.7% | -0.5% |
| 30D | +24.4% | +31.7% | -7.3% | +19.5% |
| 3M | +11.6% | +41.1% | -29.4% | +6.0% |
| 6M | -25.0% | +77.1% | -102.1% | -30.9% |
| YTD | -8.4% | +21.7% | -30.1% | -9.2% |
| 1Y | +43.4% | +8.4% | +35.0% | +46.2% |
| All | +43.4% | +7.3% | +36.1% | +46.2% |
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 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