+69.2%
EXPD vs ESTC
+25.2%
+44.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.1% |
| 7D | -1.1% | -8.1% | +7.0% | -0.8% |
| 30D | +4.1% | +31.7% | -27.6% | +2.8% |
| 3M | +17.9% | +41.1% | -23.1% | +16.1% |
| 6M | +29.2% | +77.1% | -47.8% | +26.0% |
| YTD | +27.4% | +21.7% | +5.7% | +26.0% |
| 1Y | +56.8% | +8.4% | +48.5% | +55.7% |
| All | +69.2% | +25.2% | +44.1% | +66.7% |
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