+26.6%
MAR vs ESTC
-6.1%
+32.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.8% |
| 7D | -0.5% | -3.3% | +2.9% | -0.5% |
| 30D | -4.7% | +13.4% | -18.1% | -4.2% |
| 3M | -15.6% | +41.3% | -56.9% | -15.1% |
| 6M | +1.2% | +62.6% | -61.4% | +1.9% |
| YTD | +7.5% | +14.8% | -7.3% | +7.6% |
| 1Y | +26.6% | -5.1% | +31.7% | +29.5% |
| All | +26.6% | -6.1% | +32.7% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling