+38.6%
EXPD vs ESTC
-2.5%
+41.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.3% |
| 7D | -7.2% | -11.5% | +4.4% | -7.0% |
| 30D | -3.3% | -7.5% | +4.3% | -3.2% |
| 3M | +3.4% | +23.1% | -19.7% | +3.2% |
| 6M | +22.7% | +75.3% | -52.6% | +22.7% |
| YTD | +24.5% | +14.1% | +10.4% | +24.2% |
| 1Y | +38.6% | -0.6% | +39.2% | +36.8% |
| All | +38.6% | -2.5% | +41.1% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling