-15.1%
F vs ESTC
-48.1%
+32.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.2% | -0.2% |
| 7D | -0.6% | -1.2% | +0.5% | -0.5% |
| 30D | +2.9% | -8.1% | +11.0% | +4.0% |
| 3M | -9.5% | +20.2% | -29.6% | -13.4% |
| 6M | +4.0% | +72.7% | -68.7% | -7.6% |
| YTD | -1.3% | +19.6% | -20.9% | -6.9% |
| 1Y | -1.9% | +0.3% | -2.2% | -4.6% |
| 3Y | +53.5% | +22.8% | +30.7% | +31.9% |
| 5Y | -15.1% | -50.9% | +35.7% | -32.9% |
| All | -15.1% | -48.1% | +32.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling