-7.5%
MSCI vs ESTC
-46.4%
+38.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.7% |
| 7D | +0.4% | -8.1% | +8.5% | +2.2% |
| 30D | +0.6% | +31.7% | -31.1% | -6.1% |
| 3M | -7.1% | +41.1% | -48.1% | -14.7% |
| 6M | +0.8% | +77.1% | -76.2% | -12.5% |
| YTD | +1.0% | +21.7% | -20.7% | -5.6% |
| 1Y | +4.3% | +8.4% | -4.1% | -0.9% |
| 3Y | +9.9% | +23.6% | -13.7% | -8.3% |
| All | -7.5% | -46.4% | +38.9% | -8.5% |
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