-7.6%
ESTC vs RVTY
+70.8%
-78.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -8.6% | +1.7% | -10.3% | -8.7% |
| 3M | +14.4% | +36.8% | -22.4% | +8.0% |
| 6M | +73.3% | +60.1% | +13.2% | +56.0% |
| YTD | +15.7% | +64.0% | -48.2% | +8.2% |
| 1Y | -7.6% | +68.2% | -75.8% | -11.6% |
| All | -7.6% | +70.8% | -78.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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