-3.7%
ESTC vs RACE
-4.6%
+0.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.8% |
| 7D | +5.8% | -4.0% | +9.8% | +7.1% |
| 30D | -5.6% | +3.5% | -9.1% | -6.7% |
| 3M | +15.4% | -0.4% | +15.8% | +15.9% |
| 6M | +77.8% | +23.2% | +54.6% | +69.2% |
| YTD | +18.1% | +11.0% | +7.1% | +10.4% |
| 1Y | -3.7% | -2.2% | -1.4% | -13.6% |
| All | -3.7% | -4.6% | +0.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling