+229.5%
EXEL vs ESTC
+14.8%
+214.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -0.9% |
| 30D | +13.1% | -4.2% | +17.4% | +13.2% |
| 3M | +36.3% | +2.5% | +33.9% | +36.1% |
| 6M | +34.5% | +81.5% | -47.0% | +31.9% |
| YTD | +57.4% | +16.8% | +40.6% | +56.9% |
| 1Y | +62.9% | -3.5% | +66.4% | +63.6% |
| 3Y | +229.5% | +17.7% | +211.8% | +226.7% |
| All | +229.5% | +14.8% | +214.7% | +226.7% |
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