+17.5%
P vs ESTC
+1.6%
+16.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.8% |
| 7D | -19.4% | -15.9% | -3.5% | -17.0% |
| 30D | -22.3% | -5.5% | -16.8% | -21.3% |
| 3M | +33.2% | +26.2% | +7.0% | +28.8% |
| 6M | +53.6% | +77.0% | -23.4% | +42.2% |
| YTD | +66.8% | +18.9% | +47.9% | +55.1% |
| 1Y | +17.5% | +1.3% | +16.2% | +4.8% |
| All | +17.5% | +1.6% | +16.0% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling