+59.0%
O vs ESTC
+28.9%
+30.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.4% |
| 7D | +3.3% | -1.2% | +4.5% | +3.4% |
| 30D | +10.3% | -8.1% | +18.5% | +10.9% |
| 3M | -3.5% | +20.2% | -23.6% | -5.3% |
| 6M | -1.3% | +72.7% | -74.0% | -6.4% |
| YTD | +10.3% | +19.6% | -9.3% | +7.4% |
| 1Y | +10.4% | +0.3% | +10.1% | +9.1% |
| 3Y | +40.0% | +22.8% | +17.2% | +29.7% |
| 5Y | +12.4% | -50.9% | +63.2% | +13.0% |
| All | +59.0% | +28.9% | +30.1% | +15.6% |
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