+19.4%
ETN vs ESTC
-7.7%
+27.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -9.2% | +12.7% | +2.8% |
| 30D | -7.5% | +8.1% | -15.6% | -6.8% |
| 3M | +8.3% | +38.5% | -30.1% | +11.3% |
| 6M | +20.2% | +57.8% | -37.6% | +25.5% |
| YTD | +34.7% | +10.5% | +24.1% | +42.7% |
| 1Y | +19.4% | -6.4% | +25.8% | +32.3% |
| All | +19.4% | -7.7% | +27.2% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling