+7.8%
ON vs ESTC
-48.9%
+56.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.2% |
| 7D | -11.7% | -11.5% | -0.2% | -8.4% |
| 30D | -23.3% | -7.5% | -15.7% | -21.6% |
| 3M | -19.2% | +23.1% | -42.2% | -25.2% |
| 6M | -40.1% | +75.3% | -115.4% | -51.4% |
| YTD | +16.9% | +14.1% | +2.8% | +7.1% |
| 1Y | +29.7% | -0.6% | +30.3% | +23.6% |
| 3Y | -4.4% | +20.8% | -25.2% | -24.6% |
| All | +7.8% | -48.9% | +56.7% | -4.2% |
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