+0.5%
LOW vs ESTC
-3.5%
+4.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +1.4% | +2.4% | -1.0% | +1.5% |
| 30D | +21.7% | -4.2% | +25.9% | +21.4% |
| 3M | +5.0% | +2.5% | +2.6% | +4.9% |
| 6M | +4.6% | +81.5% | -76.9% | +6.5% |
| YTD | -3.5% | +16.8% | -20.3% | -1.7% |
| 1Y | +0.5% | -3.5% | +4.0% | +2.0% |
| All | +0.5% | -3.5% | +4.1% | +2.0% |
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