-46.2%
ESTC vs RACE
+93.6%
-139.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.3% |
| 7D | -8.1% | -2.5% | -5.6% | -6.5% |
| 30D | +31.7% | +0.8% | +30.9% | +31.5% |
| 3M | +41.1% | +17.2% | +23.9% | +27.2% |
| 6M | +77.1% | +13.6% | +63.5% | +61.3% |
| YTD | +21.7% | +12.2% | +9.5% | +10.8% |
| 1Y | +8.4% | -16.3% | +24.6% | +18.8% |
| 3Y | +23.6% | +36.4% | -12.8% | -22.9% |
| All | -46.2% | +93.6% | -139.8% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling