+294.8%
EXEL vs ESTC
+23.0%
+271.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +0.9% |
| 7D | +0.3% | -11.5% | +11.8% | +2.1% |
| 30D | +19.0% | -7.5% | +26.6% | +20.2% |
| 3M | +33.3% | +23.1% | +10.2% | +27.8% |
| 6M | +42.9% | +75.3% | -32.4% | +28.6% |
| YTD | +58.7% | +14.1% | +44.6% | +51.7% |
| 1Y | +70.5% | -0.6% | +71.1% | +66.1% |
| 3Y | +233.8% | +20.8% | +213.0% | +190.6% |
| 5Y | +259.3% | -48.8% | +308.1% | +259.1% |
| All | +294.8% | +23.0% | +271.9% | +153.2% |
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