+58.4%
NDAQ vs ESTC
-46.4%
+104.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.2% |
| 7D | -2.4% | -8.1% | +5.7% | -1.3% |
| 30D | +2.5% | +31.7% | -29.2% | -2.2% |
| 3M | +9.9% | +41.1% | -31.1% | +3.7% |
| 6M | +9.4% | +77.1% | -67.6% | -0.6% |
| YTD | +0.4% | +21.7% | -21.3% | -4.1% |
| 1Y | +4.0% | +8.4% | -4.3% | +0.4% |
| 3Y | +94.4% | +23.6% | +70.8% | +74.7% |
| All | +58.4% | -46.4% | +104.7% | +54.0% |
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