-79.4%
RUN vs ESTC
-47.2%
-32.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.7% | +7.4% | +5.3% |
| 7D | +10.2% | -4.3% | +14.5% | +11.8% |
| 30D | -9.6% | +17.7% | -27.3% | -18.0% |
| 3M | -31.5% | +42.3% | -73.8% | -43.1% |
| 6M | -18.7% | +64.6% | -83.3% | -38.0% |
| YTD | -49.9% | +17.2% | -67.1% | -54.6% |
| 1Y | -45.5% | -4.2% | -41.3% | -46.9% |
| 3Y | -34.1% | +13.5% | -47.6% | -54.3% |
| 5Y | -79.4% | -45.5% | -33.9% | -81.4% |
| All | -79.4% | -47.2% | -32.2% | -81.4% |
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