+8.4%
LOW vs ESTC
-47.2%
+55.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.3% |
| 7D | +0.4% | -4.3% | +4.7% | +0.9% |
| 30D | -10.1% | +17.7% | -27.8% | -12.2% |
| 3M | -2.9% | +42.3% | -45.1% | -7.5% |
| 6M | -19.4% | +64.6% | -84.0% | -25.1% |
| YTD | -15.4% | +17.2% | -32.6% | -18.2% |
| 1Y | -24.9% | -4.2% | -20.7% | -25.6% |
| 3Y | -7.8% | +13.5% | -21.3% | -15.7% |
| 5Y | +8.4% | -45.5% | +53.9% | -1.6% |
| All | +8.4% | -47.2% | +55.6% | -1.6% |
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