+81.2%
EQX vs ESTC
-49.0%
+130.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.6% | -1.5% | -4.5% |
| 7D | -7.0% | -13.2% | +6.1% | -5.0% |
| 30D | +4.8% | +9.3% | -4.5% | +2.7% |
| 3M | +25.6% | +37.3% | -11.7% | +18.4% |
| 6M | -25.8% | +61.0% | -86.8% | -32.2% |
| YTD | -12.7% | +10.7% | -23.4% | -15.6% |
| 1Y | +14.1% | -7.2% | +21.2% | +13.1% |
| 3Y | +165.7% | +7.2% | +158.6% | +139.7% |
| 5Y | +81.2% | -47.7% | +128.9% | +76.9% |
| All | +81.2% | -49.0% | +130.2% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling