+1.3%
ESTC vs ZYBT
-42.3%
+43.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -0.9% |
| 7D | -15.9% | -3.5% | -12.3% | -15.9% |
| 30D | -5.5% | +15.1% | -20.6% | -5.6% |
| 3M | +26.2% | +7.0% | +19.2% | +26.1% |
| 6M | +77.0% | +37.7% | +39.3% | +74.9% |
| YTD | +18.9% | +19.1% | -0.3% | +13.8% |
| 1Y | +1.3% | -38.3% | +39.6% | -11.2% |
| All | +1.3% | -42.3% | +43.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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