+319.2%
MSCI vs ESTC
+20.3%
+298.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -1.2% |
| 7D | +6.0% | -18.5% | +24.5% | +11.5% |
| 30D | +18.2% | -11.0% | +29.2% | +21.3% |
| 3M | +15.1% | +20.8% | -5.7% | +8.0% |
| 6M | +13.7% | +67.9% | -54.2% | -2.5% |
| YTD | +15.6% | +11.6% | +4.0% | +8.7% |
| 1Y | +16.3% | -3.3% | +19.6% | +12.7% |
| 3Y | +36.9% | +16.4% | +20.5% | +13.3% |
| 5Y | +6.3% | -49.9% | +56.2% | +5.1% |
| All | +319.2% | +20.3% | +298.9% | +155.5% |
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