+41.8%
ES vs ESTC
+18.0%
+23.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -2.9% |
| 7D | +1.9% | -11.5% | +13.4% | +1.9% |
| 30D | +7.1% | -7.5% | +14.6% | +7.1% |
| 3M | -1.9% | +23.1% | -25.0% | -2.2% |
| 6M | +4.4% | +75.3% | -70.9% | +3.6% |
| YTD | +7.3% | +14.1% | -6.8% | +7.3% |
| 1Y | +2.1% | -0.6% | +2.7% | +2.5% |
| 3Y | +41.8% | +20.8% | +21.0% | +36.8% |
| All | +41.8% | +18.0% | +23.8% | +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