-78.0%
SE vs ESTC
-52.1%
-26.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | -0.5% | +2.4% | -2.9% | -1.5% |
| 30D | -20.9% | -4.2% | -16.7% | -20.0% |
| 3M | -38.9% | +2.5% | -41.4% | -41.1% |
| 6M | -19.4% | +81.5% | -100.9% | -41.3% |
| YTD | -40.9% | +16.8% | -57.8% | -48.5% |
| 1Y | -46.2% | -3.5% | -42.7% | -49.2% |
| 3Y | +63.7% | +17.7% | +46.0% | +8.9% |
| All | -78.0% | -52.1% | -26.0% | -79.9% |
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