+29.8%
Q vs ESTC
+0.3%
+29.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.9% | +2.1% | +6.6% |
| 7D | +8.4% | -1.2% | +9.6% | +8.4% |
| 30D | -1.2% | -8.1% | +6.9% | -0.9% |
| 3M | -9.3% | +20.2% | -29.5% | -9.9% |
| 6M | -15.0% | +72.7% | -87.7% | -17.9% |
| YTD | +53.5% | +19.6% | +33.8% | +58.7% |
| All | +29.8% | +0.3% | +29.5% | +38.5% |
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