+33.8%
Q vs ESTC
-6.1%
+39.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.2% |
| 7D | +11.5% | +5.8% | +5.7% | +11.1% |
| 30D | -0.2% | -5.6% | +5.4% | +0.2% |
| 3M | -13.6% | +15.4% | -29.0% | -13.9% |
| 6M | -27.0% | +77.8% | -104.8% | -29.7% |
| YTD | +50.5% | +18.1% | +32.5% | +55.8% |
| 1Y | +33.8% | -3.7% | +37.4% | +42.7% |
| All | +33.8% | -6.1% | +39.9% | +42.7% |
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