+26.3%
M vs ESTC
-3.0%
+29.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +0.6% |
| 7D | +5.0% | -3.6% | +8.6% | +5.0% |
| 30D | +10.6% | -11.2% | +21.8% | +10.5% |
| 3M | +1.6% | +14.3% | -12.7% | +1.6% |
| 6M | +30.8% | +67.0% | -36.1% | +30.9% |
| YTD | +16.9% | +15.7% | +1.2% | +16.4% |
| 1Y | +26.3% | -6.3% | +32.5% | +22.9% |
| All | +26.3% | -3.0% | +29.3% | +22.9% |
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