+23.7%
EXC vs ESTC
+25.2%
-1.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.2% |
| 7D | +0.3% | -8.1% | +8.4% | +0.1% |
| 30D | -3.7% | +31.7% | -35.4% | -2.9% |
| 3M | -1.3% | +41.1% | -42.3% | -0.2% |
| 6M | -9.7% | +77.1% | -86.8% | -8.0% |
| YTD | +2.9% | +21.7% | -18.8% | +3.9% |
| 1Y | +4.4% | +8.4% | -4.0% | +5.2% |
| All | +23.7% | +25.2% | -1.5% | +21.2% |
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