+116.2%
EXPE vs ESTC
+23.0%
+93.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.4% |
| 7D | -9.3% | -11.5% | +2.2% | -6.4% |
| 30D | +0.1% | -7.5% | +7.7% | +1.9% |
| 3M | -15.3% | +23.1% | -38.4% | -21.1% |
| 6M | +5.5% | +75.3% | -69.8% | -11.3% |
| YTD | -8.0% | +14.1% | -22.1% | -13.8% |
| 1Y | +18.9% | -0.6% | +19.5% | +14.9% |
| 3Y | +135.5% | +20.8% | +114.7% | +99.7% |
| 5Y | +44.3% | -48.8% | +93.0% | +40.0% |
| All | +116.2% | +23.0% | +93.3% | +38.5% |
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