+145.0%
ET vs ESTC
+31.2%
+113.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +0.9% | -8.1% | +9.0% | +2.0% |
| 30D | +7.5% | +31.7% | -24.2% | +2.7% |
| 3M | +11.4% | +41.1% | -29.6% | +5.2% |
| 6M | +18.5% | +77.1% | -58.5% | +7.5% |
| YTD | +37.4% | +21.7% | +15.7% | +31.1% |
| 1Y | +30.9% | +8.4% | +22.6% | +26.4% |
| 3Y | +98.7% | +23.6% | +75.1% | +77.9% |
| 5Y | +230.7% | -46.5% | +277.2% | +230.3% |
| All | +145.0% | +31.2% | +113.8% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling