+256.3%
P vs ESTC
-48.1%
+304.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +4.8% |
| 7D | -9.6% | -1.2% | -8.4% | -9.0% |
| 30D | -33.4% | -8.1% | -25.3% | -31.3% |
| 3M | +14.2% | +20.2% | -6.0% | +6.8% |
| 6M | +31.6% | +72.7% | -41.2% | +8.5% |
| YTD | +53.5% | +19.6% | +33.8% | +40.3% |
| 1Y | +14.2% | +0.3% | +13.9% | +9.6% |
| 3Y | +190.5% | +22.8% | +167.7% | +143.2% |
| 5Y | +256.3% | -50.9% | +307.2% | +228.7% |
| All | +256.3% | -48.1% | +304.4% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling