+116.3%
LOW vs ESTC
+31.2%
+85.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.0% |
| 7D | -1.7% | -8.1% | +6.4% | -0.5% |
| 30D | -7.0% | +31.7% | -38.7% | -11.6% |
| 3M | -0.9% | +41.1% | -41.9% | -7.1% |
| 6M | -20.1% | +77.1% | -97.1% | -28.5% |
| YTD | -13.9% | +21.7% | -35.6% | -18.4% |
| 1Y | -21.1% | +8.4% | -29.5% | -24.2% |
| 3Y | -6.6% | +23.6% | -30.2% | -18.3% |
| 5Y | +9.4% | -46.5% | +55.8% | +7.1% |
| All | +116.3% | +31.2% | +85.2% | +42.5% |
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