+53.9%
F vs ESTC
-46.4%
+100.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.3% |
| 7D | +5.3% | -8.1% | +13.4% | +6.8% |
| 30D | +4.6% | +31.7% | -27.1% | -1.2% |
| 3M | -3.7% | +41.1% | -44.7% | -10.4% |
| 6M | +16.8% | +77.1% | -60.2% | +3.3% |
| YTD | +15.3% | +21.7% | -6.4% | +8.9% |
| 1Y | +31.0% | +8.4% | +22.6% | +25.8% |
| 3Y | +45.4% | +23.6% | +21.8% | +25.0% |
| All | +53.9% | -46.4% | +100.3% | +27.5% |
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 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