-6.3%
MKTX vs ESTC
+26.3%
-32.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.5% |
| 7D | +0.4% | -4.3% | +4.7% | +1.0% |
| 30D | +1.0% | +17.7% | -16.8% | -2.0% |
| 3M | +41.3% | +42.3% | -1.0% | +33.0% |
| 6M | -11.3% | +64.6% | -75.9% | -18.8% |
| YTD | -8.6% | +17.2% | -25.8% | -12.4% |
| 1Y | -11.1% | -4.2% | -6.9% | -12.5% |
| 3Y | -24.5% | +13.5% | -38.0% | -32.7% |
| 5Y | -61.4% | -45.5% | -15.9% | -63.0% |
| All | -6.3% | +26.3% | -32.6% | -30.5% |
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 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