+31.6%
EXC vs ESTC
+13.7%
+18.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -2.6% | +1.3% | -1.4% |
| 30D | +8.3% | -8.6% | +16.9% | +8.0% |
| 3M | +2.6% | +14.4% | -11.7% | +3.2% |
| 6M | +5.2% | +73.3% | -68.1% | +7.2% |
| YTD | +7.5% | +15.7% | -8.2% | +8.5% |
| 1Y | +3.2% | -7.6% | +10.7% | +3.6% |
| All | +31.6% | +13.7% | +18.0% | +30.1% |
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