+8.0%
EXE vs ESTC
+18.0%
-10.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.0% |
| 7D | -6.6% | -11.5% | +4.9% | -6.0% |
| 30D | -4.0% | -7.5% | +3.5% | -3.7% |
| 3M | -7.5% | +23.1% | -30.5% | -8.7% |
| 6M | -11.7% | +75.3% | -86.9% | -14.6% |
| YTD | -22.0% | +14.1% | -36.1% | -22.9% |
| 1Y | -21.8% | -0.6% | -21.2% | -22.0% |
| 3Y | +8.0% | +20.8% | -12.8% | +6.7% |
| All | +8.0% | +18.0% | -10.0% | +6.7% |
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 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