+266.2%
MAR vs ESTC
+28.9%
+237.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.7% |
| 7D | +0.2% | -1.2% | +1.4% | +0.4% |
| 30D | +14.0% | -8.1% | +22.1% | +15.4% |
| 3M | +18.1% | +20.2% | -2.1% | +12.8% |
| 6M | +18.6% | +72.7% | -54.2% | +4.5% |
| YTD | +35.3% | +19.6% | +15.6% | +26.8% |
| 1Y | +44.5% | +0.3% | +44.2% | +39.6% |
| 3Y | +120.7% | +22.8% | +97.9% | +91.7% |
| 5Y | +164.1% | -50.9% | +215.0% | +163.0% |
| All | +266.2% | +28.9% | +237.2% | +130.4% |
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