-1.4%
RMD vs ESTC
+1.6%
-2.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +5.9% |
| 7D | -3.9% | -15.9% | +12.0% | -3.4% |
| 30D | +7.9% | -5.5% | +13.4% | +8.2% |
| 3M | +8.1% | +26.2% | -18.1% | +8.9% |
| 6M | +15.5% | +77.0% | -61.5% | +17.0% |
| YTD | +0.7% | +18.9% | -18.2% | +1.1% |
| 1Y | -1.4% | +1.3% | -2.7% | -2.1% |
| All | -1.4% | +1.6% | -2.9% | -2.1% |
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