+9.5%
S vs ESTC
+7.3%
+2.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +2.3% |
| 7D | -7.7% | -8.1% | +0.4% | -4.5% |
| 30D | -5.3% | +31.7% | -37.0% | -18.0% |
| 3M | +20.3% | +41.1% | -20.8% | +0.5% |
| 6M | +47.4% | +77.1% | -29.7% | +9.4% |
| YTD | +32.5% | +21.7% | +10.8% | +11.7% |
| 1Y | +9.5% | +8.4% | +1.2% | -4.5% |
| All | +9.5% | +7.3% | +2.3% | -4.5% |
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 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