+84.9%
EXC vs ESTC
+31.2%
+53.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.8% |
| 7D | +0.3% | -8.1% | +8.4% | +0.7% |
| 30D | -3.7% | +31.7% | -35.4% | -5.4% |
| 3M | -1.3% | +41.1% | -42.3% | -3.4% |
| 6M | -9.7% | +77.1% | -86.8% | -13.0% |
| YTD | +2.9% | +21.7% | -18.8% | +1.1% |
| 1Y | +4.4% | +8.4% | -4.0% | +3.1% |
| 3Y | +22.2% | +23.6% | -1.4% | +15.3% |
| 5Y | +46.7% | -46.5% | +93.2% | +47.3% |
| All | +84.9% | +31.2% | +53.7% | +43.7% |
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