+200.8%
IR vs ESTC
+31.2%
+169.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.0% |
| 7D | -2.8% | -8.1% | +5.3% | -1.5% |
| 30D | -15.1% | +31.7% | -46.8% | -19.5% |
| 3M | +6.1% | +41.1% | -35.0% | -0.9% |
| 6M | -16.8% | +77.1% | -93.9% | -25.9% |
| YTD | -3.5% | +21.7% | -25.2% | -8.8% |
| 1Y | -3.5% | +8.4% | -11.9% | -7.5% |
| 3Y | +9.5% | +23.6% | -14.1% | -2.4% |
| 5Y | +45.1% | -46.5% | +91.5% | +42.6% |
| All | +200.8% | +31.2% | +169.6% | +106.1% |
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 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