+84.2%
ET vs ESTC
+14.8%
+69.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.5% | +2.4% | +0.1% | +2.4% |
| 30D | -2.5% | -4.2% | +1.8% | -2.3% |
| 3M | -4.9% | +2.5% | -7.3% | -5.3% |
| 6M | -0.1% | +81.5% | -81.6% | -4.7% |
| YTD | +26.2% | +16.8% | +9.4% | +24.3% |
| 1Y | +25.2% | -3.5% | +28.6% | +25.4% |
| 3Y | +84.2% | +17.7% | +66.5% | +81.5% |
| All | +84.2% | +14.8% | +69.4% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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