-40.2%
IT vs ESTC
-46.4%
+6.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -3.6% |
| 7D | -6.0% | -8.1% | +2.1% | -4.2% |
| 30D | 0.0% | +31.7% | -31.7% | -6.8% |
| 3M | +13.1% | +41.1% | -28.0% | +3.8% |
| 6M | +11.7% | +77.1% | -65.4% | -2.8% |
| YTD | -26.1% | +21.7% | -47.8% | -30.5% |
| 1Y | -21.3% | +8.4% | -29.6% | -24.9% |
| 3Y | -46.7% | +23.6% | -70.4% | -53.8% |
| All | -40.2% | -46.4% | +6.2% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling