-60.3%
MKTX vs ESTC
-47.1%
-13.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.2% |
| 7D | +0.3% | -3.3% | +3.6% | +0.6% |
| 30D | +1.0% | +13.4% | -12.5% | -1.0% |
| 3M | +40.8% | +41.3% | -0.5% | +34.3% |
| 6M | -10.9% | +62.6% | -73.5% | -16.7% |
| YTD | -8.6% | +14.8% | -23.4% | -11.4% |
| 1Y | -11.6% | -5.1% | -6.5% | -12.5% |
| 3Y | -24.5% | +11.2% | -35.7% | -31.6% |
| All | -60.3% | -47.1% | -13.2% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling