+11.9%
IR vs ESTC
+25.2%
-13.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.7% |
| 7D | -2.8% | -8.1% | +5.3% | -2.0% |
| 30D | -15.1% | +31.7% | -46.8% | -18.0% |
| 3M | +6.1% | +41.1% | -35.0% | +1.6% |
| 6M | -16.8% | +77.1% | -93.9% | -22.9% |
| YTD | -3.5% | +21.7% | -25.2% | -6.2% |
| 1Y | -3.5% | +8.4% | -11.9% | -5.0% |
| All | +11.9% | +25.2% | -13.3% | +8.5% |
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