+18.9%
ETR vs ESTC
-6.1%
+25.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.1% |
| 7D | +1.5% | +5.8% | -4.3% | +2.0% |
| 30D | +6.6% | -5.6% | +12.2% | +6.2% |
| 3M | +4.4% | +15.4% | -11.0% | +6.3% |
| 6M | -0.3% | +77.8% | -78.1% | +6.1% |
| YTD | +23.3% | +18.1% | +5.3% | +29.7% |
| 1Y | +18.9% | -3.7% | +22.5% | +24.6% |
| All | +18.9% | -6.1% | +25.0% | +24.6% |
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