+106.6%
EXE vs ESTC
-46.4%
+153.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.8% |
| 7D | -0.3% | -8.1% | +7.9% | +0.4% |
| 30D | +8.5% | +31.7% | -23.2% | +5.6% |
| 3M | +5.5% | +41.1% | -35.6% | +1.9% |
| 6M | -5.9% | +77.1% | -83.0% | -11.2% |
| YTD | -9.7% | +21.7% | -31.4% | -12.1% |
| 1Y | +3.6% | +8.4% | -4.8% | +1.7% |
| 3Y | +18.0% | +23.6% | -5.6% | +10.5% |
| All | +106.6% | -46.4% | +153.0% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling