-4.2%
ESTC vs RVTY
+48.7%
-52.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.3% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | +17.7% | +10.8% | +6.9% | +15.6% |
| 3M | +42.3% | +26.8% | +15.5% | +34.6% |
| 6M | +64.6% | +39.3% | +25.2% | +52.0% |
| YTD | +17.2% | +31.6% | -14.4% | +12.2% |
| 1Y | -4.2% | +47.7% | -51.9% | -8.4% |
| All | -4.2% | +48.7% | -52.9% | -8.4% |
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