-3.0%
M vs ESTC
-49.1%
+46.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.6% |
| 7D | +0.6% | +5.8% | -5.2% | -0.8% |
| 30D | +7.0% | -5.6% | +12.6% | +8.2% |
| 3M | +3.1% | +15.4% | -12.3% | -2.1% |
| 6M | +33.5% | +77.8% | -44.3% | +12.2% |
| YTD | +13.4% | +18.1% | -4.7% | +4.5% |
| 1Y | +22.4% | -3.7% | +26.1% | +18.7% |
| 3Y | +150.9% | +16.9% | +134.0% | +109.4% |
| 5Y | -3.0% | -51.2% | +48.2% | -16.8% |
| All | -3.0% | -49.1% | +46.1% | -16.8% |
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 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