+39.4%
EXC vs ESTC
-50.1%
+89.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -2.6% | +1.3% | -1.3% |
| 30D | +8.3% | -8.6% | +16.9% | +8.3% |
| 3M | +2.6% | +14.4% | -11.7% | +2.4% |
| 6M | +5.2% | +73.3% | -68.1% | +4.4% |
| YTD | +7.5% | +15.7% | -8.2% | +7.3% |
| 1Y | +3.2% | -7.6% | +10.7% | +3.3% |
| 3Y | +29.5% | +14.6% | +15.0% | +26.6% |
| All | +39.4% | -50.1% | +89.6% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling