+117.2%
NDAQ vs ESTC
+16.0%
+101.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | +1.7% | +5.8% | -4.1% | +1.0% |
| 30D | +16.2% | -5.6% | +21.8% | +16.8% |
| 3M | +14.0% | +15.4% | -1.5% | +11.3% |
| 6M | +22.3% | +77.8% | -55.5% | +13.0% |
| YTD | +13.0% | +18.1% | -5.1% | +8.3% |
| 1Y | +24.0% | -3.7% | +27.7% | +20.9% |
| All | +117.2% | +16.0% | +101.2% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling