+46.0%
F vs ESTC
+25.2%
+20.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +1.9% |
| 7D | +5.3% | -8.1% | +13.4% | +6.2% |
| 30D | +4.6% | +31.7% | -27.1% | +1.4% |
| 3M | -3.7% | +41.1% | -44.7% | -7.4% |
| 6M | +16.8% | +77.1% | -60.2% | +9.2% |
| YTD | +15.3% | +21.7% | -6.4% | +12.0% |
| 1Y | +31.0% | +8.4% | +22.6% | +28.6% |
| All | +46.0% | +25.2% | +20.9% | +36.9% |
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