+20.8%
ESTC vs RACE
+28.1%
-7.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | -11.5% | +5.1% | -16.6% | -13.0% |
| 30D | -7.5% | +7.7% | -15.2% | -9.9% |
| 3M | +23.1% | +2.2% | +20.9% | +22.3% |
| 6M | +75.3% | +23.8% | +51.5% | +63.6% |
| YTD | +14.1% | +13.9% | +0.2% | +8.4% |
| 1Y | -0.6% | +3.8% | -4.4% | -2.6% |
| 3Y | +20.8% | +28.0% | -7.2% | +18.1% |
| All | +20.8% | +28.1% | -7.3% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling