+106.8%
F vs ESTC
+20.3%
+86.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | 0.0% |
| 7D | +1.4% | -18.5% | +19.9% | +5.1% |
| 30D | +2.0% | -11.0% | +13.0% | +3.8% |
| 3M | -10.4% | +20.8% | -31.1% | -14.5% |
| 6M | +9.7% | +67.9% | -58.2% | -2.4% |
| YTD | -1.2% | +11.6% | -12.8% | -5.9% |
| 1Y | 0.0% | -3.3% | +3.3% | -2.5% |
| 3Y | +41.1% | +16.4% | +24.7% | +23.4% |
| 5Y | -11.4% | -49.9% | +38.4% | -15.4% |
| All | +106.8% | +20.3% | +86.6% | +46.4% |
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