+21.7%
P vs ESTC
-5.7%
+27.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.4% | +4.4% |
| 7D | -4.7% | -2.6% | -2.1% | -4.0% |
| 30D | -31.4% | -8.6% | -22.8% | -29.9% |
| 3M | -2.6% | +14.4% | -17.0% | -4.1% |
| 6M | +21.9% | +73.3% | -51.4% | +13.2% |
| YTD | +58.9% | +15.7% | +43.2% | +49.4% |
| 1Y | +21.7% | -7.6% | +29.3% | +10.4% |
| All | +21.7% | -5.7% | +27.5% | +10.4% |
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