+109.3%
RF vs ESTC
+15.4%
+93.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.4% |
| 7D | -1.6% | -18.5% | +16.9% | +0.6% |
| 30D | +5.0% | -11.0% | +16.0% | +6.3% |
| 3M | -10.0% | +20.8% | -30.7% | -12.7% |
| 6M | +3.3% | +67.9% | -64.6% | -4.6% |
| YTD | +7.9% | +11.6% | -3.7% | +4.9% |
| 1Y | +21.2% | -3.3% | +24.5% | +19.9% |
| All | +109.3% | +15.4% | +93.8% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling