+62.1%
O vs ESTC
+31.2%
+31.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.4% |
| 7D | -0.7% | -8.1% | +7.4% | -0.1% |
| 30D | -1.9% | +31.7% | -33.6% | -4.3% |
| 3M | +3.8% | +41.1% | -37.2% | +0.5% |
| 6M | -4.7% | +77.1% | -81.8% | -9.9% |
| YTD | +12.5% | +21.7% | -9.2% | +9.6% |
| 1Y | +10.8% | +8.4% | +2.5% | +8.8% |
| 3Y | +28.8% | +23.6% | +5.2% | +19.3% |
| 5Y | +13.2% | -46.5% | +59.7% | +12.5% |
| All | +62.1% | +31.2% | +31.0% | +17.9% |
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