+178.5%
EXE vs ESTC
-45.3%
+223.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +5.5% | +41.1% | -35.6% | +2.0% |
| 6M | -5.9% | +77.1% | -83.0% | -11.0% |
| YTD | -9.7% | +21.7% | -31.4% | -12.0% |
| 1Y | +3.6% | +8.4% | -4.8% | +1.7% |
| 3Y | +18.0% | +23.6% | -5.6% | +11.0% |
| 5Y | +109.4% | -46.5% | +155.9% | +97.2% |
| All | +178.5% | -45.3% | +223.7% | +159.0% |
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