+6.9%
IR vs ESTC
-2.5%
+9.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.5% |
| 7D | +3.7% | -11.5% | +15.2% | +3.2% |
| 30D | +7.4% | -7.5% | +15.0% | +7.1% |
| 3M | -5.9% | +23.1% | -29.0% | -4.3% |
| 6M | +5.6% | +75.3% | -69.7% | +10.4% |
| YTD | +4.8% | +14.1% | -9.3% | +6.8% |
| 1Y | +6.9% | -0.6% | +7.5% | +6.4% |
| All | +6.9% | -2.5% | +9.4% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling