+23.4%
IT vs ESTC
+28.9%
-5.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.6% |
| 7D | -18.8% | -1.2% | -17.6% | -18.6% |
| 30D | -0.1% | -8.1% | +8.0% | +1.5% |
| 3M | +2.9% | +20.2% | -17.3% | -2.1% |
| 6M | +20.4% | +72.7% | -52.3% | +5.9% |
| YTD | -24.3% | +19.6% | -43.9% | -28.4% |
| 1Y | -17.2% | +0.3% | -17.4% | -19.4% |
| 3Y | -52.4% | +22.8% | -75.2% | -58.1% |
| 5Y | -43.7% | -50.9% | +7.2% | -44.7% |
| All | +23.4% | +28.9% | -5.5% | -14.3% |
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