+148.6%
EXPE vs ESTC
+31.2%
+117.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.5% |
| 7D | -9.5% | -8.1% | -1.4% | -7.6% |
| 30D | -6.6% | +31.7% | -38.3% | -14.1% |
| 3M | +31.4% | +41.1% | -9.7% | +18.4% |
| 6M | +35.2% | +77.1% | -41.9% | +13.7% |
| YTD | +5.8% | +21.7% | -15.9% | -2.1% |
| 1Y | +38.7% | +8.4% | +30.3% | +31.1% |
| 3Y | +175.8% | +23.6% | +152.2% | +132.8% |
| 5Y | +111.8% | -46.5% | +158.3% | +103.3% |
| All | +148.6% | +31.2% | +117.4% | +57.4% |
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