+301.9%
P vs ESTC
+31.2%
+270.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +2.9% |
| 7D | +6.5% | -8.1% | +14.6% | +9.5% |
| 30D | +18.8% | +31.7% | -12.9% | +5.8% |
| 3M | +26.7% | +41.1% | -14.3% | +9.6% |
| 6M | +62.2% | +77.1% | -14.9% | +27.2% |
| YTD | +48.5% | +21.7% | +26.8% | +32.0% |
| 1Y | +26.4% | +8.4% | +18.0% | +15.1% |
| 3Y | +159.4% | +23.6% | +135.8% | +105.5% |
| 5Y | +275.8% | -46.5% | +322.3% | +275.1% |
| All | +301.9% | +31.2% | +270.7% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling