+27.4%
M vs ESTC
-46.4%
+73.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.6% |
| 7D | +4.7% | -8.1% | +12.8% | +6.6% |
| 30D | -9.6% | +31.7% | -41.3% | -16.6% |
| 3M | +0.9% | +41.1% | -40.2% | -8.8% |
| 6M | +22.3% | +77.1% | -54.8% | +3.0% |
| YTD | +6.5% | +21.7% | -15.2% | -1.9% |
| 1Y | +38.8% | +8.4% | +30.4% | +30.3% |
| 3Y | +115.9% | +23.6% | +92.3% | +78.2% |
| All | +27.4% | -46.4% | +73.8% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling