+111.8%
RF vs ESTC
+20.3%
+91.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.2% |
| 7D | -1.6% | -18.5% | +16.9% | +1.5% |
| 30D | +5.0% | -11.0% | +16.0% | +6.7% |
| 3M | -10.0% | +20.8% | -30.7% | -13.6% |
| 6M | +3.3% | +67.9% | -64.6% | -6.6% |
| YTD | +7.9% | +11.6% | -3.7% | +3.5% |
| 1Y | +21.2% | -3.3% | +24.5% | +18.6% |
| 3Y | +105.8% | +16.4% | +89.4% | +85.3% |
| 5Y | +43.7% | -49.9% | +93.6% | +41.4% |
| All | +111.8% | +20.3% | +91.5% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling