+27.4%
M vs ESTC
-3.5%
+31.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +7.0% | +2.4% | +4.6% | +7.0% |
| 30D | +8.9% | -4.2% | +13.2% | +8.9% |
| 3M | +4.5% | +2.5% | +2.0% | +4.5% |
| 6M | +36.2% | +81.5% | -45.3% | +36.5% |
| YTD | +15.1% | +16.8% | -1.7% | +14.8% |
| 1Y | +27.4% | -3.5% | +30.9% | +26.1% |
| All | +27.4% | -3.5% | +31.0% | +26.1% |
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