+83.0%
PL vs ESTC
-27.0%
+110.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.6% |
| 7D | -9.3% | -8.1% | -1.2% | -6.6% |
| 30D | -18.9% | +31.7% | -50.6% | -29.6% |
| 3M | -58.4% | +41.1% | -99.4% | -64.9% |
| 6M | -30.3% | +77.1% | -107.4% | -48.0% |
| YTD | -8.1% | +21.7% | -29.8% | -20.1% |
| 1Y | +180.5% | +8.4% | +172.1% | +154.9% |
| 3Y | +444.1% | +23.6% | +420.5% | +339.6% |
| 5Y | +83.0% | -46.5% | +129.5% | +61.1% |
| All | +83.0% | -27.0% | +110.0% | +61.0% |
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