-82.8%
RUN vs ESTC
-48.9%
-33.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.2% |
| 7D | +33.4% | -11.5% | +44.9% | +39.3% |
| 30D | +31.1% | -7.5% | +38.7% | +33.8% |
| 3M | +6.4% | +23.1% | -16.7% | -6.5% |
| 6M | -22.2% | +75.3% | -97.5% | -42.3% |
| YTD | -45.8% | +14.1% | -59.9% | -51.0% |
| 1Y | -51.1% | -0.6% | -50.5% | -53.6% |
| 3Y | -3.0% | +20.8% | -23.8% | -35.9% |
| All | -82.8% | -48.9% | -33.9% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling