+105.2%
FIVE vs ESTC
+20.3%
+84.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.1% | +1.8% | -2.6% |
| 7D | -1.7% | -18.5% | +16.8% | +3.7% |
| 30D | +14.9% | -11.0% | +25.9% | +18.2% |
| 3M | +7.6% | +20.8% | -13.1% | +0.3% |
| 6M | +6.4% | +67.9% | -61.5% | -10.6% |
| YTD | +28.1% | +11.6% | +16.5% | +18.6% |
| 1Y | +54.7% | -3.3% | +58.0% | +48.1% |
| 3Y | +36.1% | +16.4% | +19.6% | +13.5% |
| 5Y | +14.9% | -49.9% | +64.8% | +14.4% |
| All | +105.2% | +20.3% | +84.9% | +22.3% |
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