+415.3%
PR vs ESTC
-46.4%
+461.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.9% |
| 7D | +2.9% | -8.1% | +11.0% | +4.2% |
| 30D | +18.0% | +31.7% | -13.6% | +12.0% |
| 3M | +16.9% | +41.1% | -24.2% | +9.3% |
| 6M | +28.2% | +77.1% | -48.9% | +14.3% |
| YTD | +69.3% | +21.7% | +47.6% | +60.3% |
| 1Y | +69.5% | +8.4% | +61.1% | +62.7% |
| 3Y | +81.7% | +23.6% | +58.1% | +62.2% |
| All | +415.3% | -46.4% | +461.6% | +404.8% |
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