+24.4%
LYB vs ESTC
+7.3%
+17.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -2.0% |
| 7D | -0.2% | -8.1% | +7.9% | -0.3% |
| 30D | +8.7% | +31.7% | -23.0% | +9.7% |
| 3M | -3.0% | +41.1% | -44.1% | -1.9% |
| 6M | +4.7% | +77.1% | -72.3% | +6.7% |
| YTD | +51.6% | +21.7% | +29.9% | +50.2% |
| 1Y | +24.4% | +8.4% | +16.0% | +24.0% |
| All | +24.4% | +7.3% | +17.1% | +24.0% |
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