+71.9%
EVRG vs ESTC
+18.2%
+53.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.5% |
| 7D | +1.1% | -8.1% | +9.2% | +1.0% |
| 30D | -1.0% | +31.7% | -32.7% | -0.5% |
| 3M | +0.4% | +41.1% | -40.6% | +1.1% |
| 6M | -0.8% | +77.1% | -77.9% | +0.1% |
| YTD | +15.3% | +21.7% | -6.4% | +16.4% |
| 1Y | +17.9% | +8.4% | +9.5% | +19.0% |
| All | +71.9% | +18.2% | +53.7% | +69.8% |
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 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