-23.0%
ESTC vs JAAA
+29.3%
-52.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.7% |
| 7D | -8.1% | +0.2% | -8.3% | -8.6% |
| 30D | +31.7% | +0.5% | +31.2% | +29.7% |
| 3M | +41.1% | +1.3% | +39.8% | +36.0% |
| 6M | +77.1% | +2.7% | +74.4% | +64.2% |
| YTD | +21.7% | +3.2% | +18.5% | +11.6% |
| 1Y | +8.4% | +4.9% | +3.5% | -5.0% |
| 3Y | +23.6% | +19.0% | +4.6% | -12.4% |
| 5Y | -46.5% | +26.8% | -73.3% | -65.9% |
| All | -23.0% | +29.3% | -52.3% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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