+23.9%
IR vs ESTC
+13.7%
+10.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | -2.6% | +3.7% | +1.4% |
| 30D | +7.6% | -8.6% | +16.2% | +8.4% |
| 3M | +0.1% | +14.4% | -14.3% | -2.0% |
| 6M | +14.0% | +73.3% | -59.3% | +5.6% |
| YTD | +7.5% | +15.7% | -8.3% | +4.8% |
| 1Y | +10.1% | -7.6% | +17.7% | +11.1% |
| All | +23.9% | +13.7% | +10.2% | +22.2% |
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