+24.3%
P vs ESTC
-6.1%
+30.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.9% |
| 7D | +17.8% | +5.8% | +12.1% | +16.5% |
| 30D | -29.9% | -5.6% | -24.3% | -28.7% |
| 3M | -1.2% | +15.4% | -16.6% | -2.9% |
| 6M | +32.1% | +77.8% | -45.7% | +21.9% |
| YTD | +64.3% | +18.1% | +46.2% | +53.8% |
| 1Y | +24.3% | -3.7% | +28.0% | +13.1% |
| All | +24.3% | -6.1% | +30.4% | +13.1% |
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