+32.8%
ES vs ESTC
+25.2%
+7.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.5% |
| 7D | +0.3% | -8.1% | +8.4% | +0.4% |
| 30D | -2.0% | +31.7% | -33.6% | -2.3% |
| 3M | +1.7% | +41.1% | -39.4% | +1.3% |
| 6M | -3.5% | +77.1% | -80.6% | -4.3% |
| YTD | +7.9% | +21.7% | -13.8% | +7.9% |
| 1Y | +17.2% | +8.4% | +8.8% | +17.5% |
| All | +32.8% | +25.2% | +7.7% | +27.7% |
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