+21.2%
EXE vs ESTC
+14.8%
+6.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | +5.3% | +2.4% | +2.9% | +5.2% |
| 30D | -2.2% | -4.2% | +2.0% | -2.1% |
| 3M | -5.9% | +2.5% | -8.3% | -6.3% |
| 6M | -5.7% | +81.5% | -87.2% | -9.2% |
| YTD | -17.8% | +16.8% | -34.7% | -19.0% |
| 1Y | -23.1% | -3.5% | -19.7% | -23.2% |
| 3Y | +21.2% | +17.7% | +3.5% | +18.6% |
| All | +21.2% | +14.8% | +6.4% | +18.6% |
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 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