-11.8%
MKTX vs ESTC
-7.6%
-4.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.1% |
| 7D | -0.2% | -13.2% | +13.0% | +0.8% |
| 30D | +0.8% | +9.3% | -8.5% | -0.2% |
| 3M | +41.1% | +37.3% | +3.8% | +36.5% |
| 6M | -9.5% | +61.0% | -70.6% | -13.7% |
| YTD | -8.7% | +10.7% | -19.3% | -11.0% |
| All | -11.8% | -7.6% | -4.1% | -13.3% |
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