-2.9%
M vs ESTC
+31.2%
-34.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.5% |
| 7D | +4.7% | -8.1% | +12.8% | +6.4% |
| 30D | -9.6% | +31.7% | -41.3% | -15.6% |
| 3M | +0.9% | +41.1% | -40.2% | -7.4% |
| 6M | +22.3% | +77.1% | -54.8% | +5.8% |
| YTD | +6.5% | +21.7% | -15.2% | -0.7% |
| 1Y | +38.8% | +8.4% | +30.4% | +31.4% |
| 3Y | +115.9% | +23.6% | +92.3% | +87.4% |
| 5Y | +28.6% | -46.5% | +75.1% | +19.4% |
| All | -2.9% | +31.2% | -34.1% | -38.0% |
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