-7.1%
LOW vs ESTC
+18.2%
-25.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.5% |
| 7D | -1.7% | -8.1% | +6.4% | -1.2% |
| 30D | -7.0% | +31.7% | -38.7% | -8.8% |
| 3M | -0.9% | +41.1% | -41.9% | -3.2% |
| 6M | -20.1% | +77.1% | -97.1% | -23.4% |
| YTD | -13.9% | +21.7% | -35.6% | -15.1% |
| 1Y | -21.1% | +8.4% | -29.5% | -21.7% |
| All | -7.1% | +18.2% | -25.3% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling