-1.4%
LOW vs ESTC
+1.6%
-3.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.5% |
| 7D | +15.6% | -15.9% | +31.5% | +15.4% |
| 30D | +28.6% | -5.5% | +34.1% | +28.3% |
| 3M | +5.8% | +26.2% | -20.4% | +6.2% |
| 6M | +3.8% | +77.0% | -73.2% | +5.2% |
| YTD | -2.8% | +18.9% | -21.7% | -1.0% |
| 1Y | -1.4% | +1.3% | -2.7% | -0.1% |
| All | -1.4% | +1.6% | -3.0% | -0.1% |
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 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