+20.8%
ESTC vs RVTY
+78.0%
-57.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.4% |
| 7D | -11.5% | -1.2% | -10.3% | -11.2% |
| 30D | -7.5% | +1.0% | -8.6% | -7.7% |
| 3M | +23.1% | +35.8% | -12.8% | +12.0% |
| 6M | +75.3% | +56.7% | +18.6% | +50.9% |
| YTD | +14.1% | +60.7% | -46.6% | -2.9% |
| 1Y | -0.6% | +73.7% | -74.3% | -18.0% |
| 3Y | +20.8% | +82.8% | -61.9% | -15.5% |
| All | +20.8% | +78.0% | -57.1% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling