+27.6%
IR vs ESTC
+18.0%
+9.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +3.7% | -11.5% | +15.2% | +4.9% |
| 30D | +7.4% | -7.5% | +15.0% | +8.1% |
| 3M | -5.9% | +23.1% | -29.0% | -8.7% |
| 6M | +5.6% | +75.3% | -69.7% | -2.4% |
| YTD | +4.8% | +14.1% | -9.3% | +2.3% |
| 1Y | +6.9% | -0.6% | +7.5% | +6.3% |
| 3Y | +27.6% | +20.8% | +6.7% | +26.1% |
| All | +27.6% | +18.0% | +9.6% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling