+266.2%
MSCI vs ESTC
+31.2%
+235.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.9% |
| 7D | +0.4% | -8.1% | +8.5% | +2.5% |
| 30D | +0.6% | +31.7% | -31.1% | -7.2% |
| 3M | -7.1% | +41.1% | -48.1% | -15.9% |
| 6M | +0.8% | +77.1% | -76.2% | -14.6% |
| YTD | +1.0% | +21.7% | -20.7% | -6.7% |
| 1Y | +4.3% | +8.4% | -4.1% | -1.8% |
| 3Y | +9.9% | +23.6% | -13.7% | -10.3% |
| 5Y | -6.8% | -46.5% | +39.7% | -8.9% |
| All | +266.2% | +31.2% | +235.1% | +119.4% |
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