+70.3%
SE vs ESTC
+18.0%
+52.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +2.0% | -11.5% | +13.5% | +4.1% |
| 30D | -20.0% | -7.5% | -12.5% | -19.1% |
| 3M | -31.8% | +23.1% | -54.8% | -35.1% |
| 6M | -15.9% | +75.3% | -91.2% | -25.4% |
| YTD | -40.6% | +14.1% | -54.7% | -43.4% |
| 1Y | -50.7% | -0.6% | -50.1% | -51.9% |
| 3Y | +70.3% | +20.8% | +49.5% | +62.6% |
| All | +70.3% | +18.0% | +52.3% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling