+151.7%
ETR vs ESTC
+14.5%
+137.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.2% |
| 7D | +0.4% | -11.5% | +11.9% | +0.3% |
| 30D | +7.5% | -7.5% | +15.1% | +7.5% |
| 3M | +4.4% | +23.1% | -18.6% | +4.5% |
| 6M | -1.5% | +75.3% | -76.8% | -1.7% |
| YTD | +21.8% | +14.1% | +7.7% | +22.8% |
| 1Y | +18.4% | -0.6% | +19.0% | +19.8% |
| All | +151.7% | +14.5% | +137.2% | +153.7% |
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