+200.5%
P vs ESTC
+14.8%
+185.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +11.6% | +2.4% | +9.2% | +10.9% |
| 30D | -23.7% | -4.2% | -19.4% | -22.4% |
| 3M | -8.0% | +2.5% | -10.4% | -8.9% |
| 6M | +27.9% | +81.5% | -53.6% | +7.4% |
| YTD | +61.2% | +16.8% | +44.3% | +51.2% |
| 1Y | +28.6% | -3.5% | +32.1% | +26.8% |
| 3Y | +200.5% | +17.7% | +182.8% | +195.3% |
| All | +200.5% | +14.8% | +185.7% | +195.3% |
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