+141.3%
F vs ESTC
+31.2%
+110.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.3% |
| 7D | +5.3% | -8.1% | +13.4% | +6.9% |
| 30D | +4.6% | +31.7% | -27.1% | -1.4% |
| 3M | -3.7% | +41.1% | -44.7% | -10.6% |
| 6M | +16.8% | +77.1% | -60.2% | +2.9% |
| YTD | +15.3% | +21.7% | -6.4% | +8.5% |
| 1Y | +31.0% | +8.4% | +22.6% | +25.4% |
| 3Y | +45.4% | +23.6% | +21.8% | +26.1% |
| 5Y | +54.7% | -46.5% | +101.1% | +46.4% |
| All | +141.3% | +31.2% | +110.2% | +68.9% |
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 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