-42.4%
IT vs ESTC
-52.1%
+9.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | -1.8% | -4.2% | +2.4% | -1.2% |
| 3M | +4.8% | +2.5% | +2.4% | +3.3% |
| 6M | +33.0% | +81.5% | -48.5% | +14.9% |
| YTD | -23.8% | +16.8% | -40.7% | -28.1% |
| 1Y | -16.5% | -3.5% | -13.1% | -18.6% |
| 3Y | -53.6% | +17.7% | -71.4% | -59.4% |
| All | -42.4% | -52.1% | +9.6% | -47.6% |
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