-29.9%
IT vs ESTC
+0.7%
-30.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.7% | -3.7% | -6.0% |
| 7D | -9.1% | -4.3% | -4.8% | -7.5% |
| 30D | -7.0% | +17.7% | -24.7% | -13.5% |
| 3M | +7.6% | +42.3% | -34.7% | -7.4% |
| 6M | +2.1% | +64.6% | -62.4% | -17.2% |
| YTD | -31.6% | +17.2% | -48.8% | -40.8% |
| 1Y | -29.9% | -4.2% | -25.7% | -40.2% |
| All | -29.9% | +0.7% | -30.6% | -40.2% |
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 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