+2.8%
M vs ESTC
+20.3%
-17.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.1% | +0.2% | -4.6% |
| 7D | -2.1% | -18.5% | +16.3% | +1.9% |
| 30D | +7.7% | -11.0% | +18.7% | +10.0% |
| 3M | -4.4% | +20.8% | -25.1% | -9.4% |
| 6M | +27.5% | +67.9% | -40.4% | +11.8% |
| YTD | +12.8% | +11.6% | +1.1% | +6.6% |
| 1Y | +20.7% | -3.3% | +24.0% | +17.1% |
| 3Y | +111.3% | +16.4% | +94.9% | +85.6% |
| 5Y | -6.3% | -49.9% | +43.6% | -11.9% |
| All | +2.8% | +20.3% | -17.5% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling