+147.2%
LOW vs ESTC
+28.9%
+118.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +2.6% |
| 7D | +6.4% | -1.2% | +7.6% | +6.6% |
| 30D | +25.6% | -8.1% | +33.7% | +26.9% |
| 3M | +4.6% | +20.2% | -15.6% | +0.5% |
| 6M | +2.5% | +72.7% | -70.2% | -7.9% |
| YTD | -1.6% | +19.6% | -21.3% | -6.9% |
| 1Y | +1.7% | +0.3% | +1.5% | -1.1% |
| 3Y | +29.4% | +22.8% | +6.6% | +13.3% |
| 5Y | +9.6% | -50.9% | +60.5% | +9.3% |
| All | +147.2% | +28.9% | +118.2% | +62.5% |
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 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