+108.4%
M vs ESTC
+18.0%
+90.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -4.9% |
| 7D | -4.3% | -11.5% | +7.2% | -2.5% |
| 30D | +1.3% | -7.5% | +8.8% | +2.3% |
| 3M | -7.4% | +23.1% | -30.4% | -11.6% |
| 6M | +18.3% | +75.3% | -56.9% | +5.3% |
| YTD | +7.6% | +14.1% | -6.5% | +3.1% |
| 1Y | +17.4% | -0.6% | +18.0% | +15.4% |
| 3Y | +108.4% | +20.8% | +87.5% | +86.8% |
| All | +108.4% | +18.0% | +90.4% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling