-24.1%
EXE vs ESTC
-8.0%
-16.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.5% | -2.6% | +4.2% | +1.5% |
| 30D | -0.2% | -8.6% | +8.4% | -0.2% |
| 3M | -9.2% | +14.4% | -23.6% | -9.3% |
| 6M | -7.2% | +73.3% | -80.5% | -6.9% |
| YTD | -18.3% | +15.7% | -34.0% | -18.6% |
| All | -24.1% | -8.0% | -16.2% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling