+18.0%
Q vs ESTC
+1.6%
+16.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -3.3% | -15.9% | +12.6% | -2.6% |
| 30D | -9.7% | -5.5% | -4.2% | -9.3% |
| 3M | -16.1% | +26.2% | -42.3% | -17.1% |
| 6M | -15.7% | +77.0% | -92.7% | -19.3% |
| YTD | +45.7% | +18.9% | +26.9% | +50.5% |
| 1Y | +18.0% | +1.3% | +16.7% | +25.7% |
| All | +18.0% | +1.6% | +16.5% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling