+251.1%
EQX vs ESTC
+24.5%
+226.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.9% |
| 7D | +1.7% | -3.3% | +5.1% | +2.2% |
| 30D | +11.1% | +13.4% | -2.3% | +8.5% |
| 3M | +23.1% | +41.3% | -18.2% | +16.3% |
| 6M | -21.8% | +62.6% | -84.4% | -27.9% |
| YTD | -8.1% | +14.8% | -22.9% | -11.3% |
| 1Y | +29.7% | -5.1% | +34.7% | +28.1% |
| 3Y | +179.9% | +11.2% | +168.7% | +156.8% |
| 5Y | +82.5% | -47.0% | +129.5% | +73.5% |
| All | +251.1% | +24.5% | +226.6% | +262.0% |
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