+167.1%
P vs ESTC
+15.4%
+151.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -6.1% | -10.3% | -14.7% |
| 7D | -31.9% | -18.5% | -13.4% | -27.8% |
| 30D | -36.5% | -11.0% | -25.5% | -34.2% |
| 3M | +11.6% | +20.8% | -9.2% | +5.5% |
| 6M | +25.2% | +67.9% | -42.7% | +7.2% |
| YTD | +39.4% | +11.6% | +27.8% | +32.4% |
| 1Y | -3.7% | -3.3% | -0.4% | -5.4% |
| All | +167.1% | +15.4% | +151.7% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling