+258.8%
ETR vs ESTC
+28.9%
+229.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.7% | +0.9% |
| 7D | +1.7% | -1.2% | +2.9% | +1.8% |
| 30D | +8.7% | -8.1% | +16.9% | +9.0% |
| 3M | +4.9% | +20.2% | -15.2% | +3.9% |
| 6M | +0.8% | +72.7% | -72.0% | -2.0% |
| YTD | +23.1% | +19.6% | +3.5% | +21.6% |
| 1Y | +17.9% | +0.3% | +17.6% | +17.4% |
| 3Y | +154.5% | +22.8% | +131.7% | +145.8% |
| 5Y | +160.3% | -50.9% | +211.1% | +164.8% |
| All | +258.8% | +28.9% | +229.9% | +192.8% |
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