-53.2%
S vs ESTC
-38.3%
-14.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +3.0% |
| 7D | -7.7% | -8.1% | +0.4% | -3.3% |
| 30D | -5.3% | +31.7% | -37.0% | -21.7% |
| 3M | +20.3% | +41.1% | -20.8% | -4.6% |
| 6M | +47.4% | +77.1% | -29.7% | +0.6% |
| YTD | +32.5% | +21.7% | +10.8% | +11.8% |
| 1Y | +9.5% | +8.4% | +1.2% | -3.2% |
| 3Y | +15.5% | +23.6% | -8.1% | -26.0% |
| 5Y | -71.2% | -46.5% | -24.7% | -66.4% |
| All | -53.2% | -38.3% | -14.9% | -51.3% |
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