+93.2%
EXC vs ESTC
+23.0%
+70.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.1% |
| 7D | -1.2% | -11.5% | +10.3% | -0.6% |
| 30D | +10.0% | -7.5% | +17.5% | +10.3% |
| 3M | +1.6% | +23.1% | -21.4% | +0.1% |
| 6M | +3.3% | +75.3% | -72.0% | -0.5% |
| YTD | +7.6% | +14.1% | -6.5% | +5.9% |
| 1Y | +3.5% | -0.6% | +4.0% | +2.6% |
| 3Y | +27.7% | +20.8% | +6.8% | +20.3% |
| 5Y | +41.1% | -48.8% | +89.9% | +41.8% |
| All | +93.2% | +23.0% | +70.3% | +50.5% |
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 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