-68.1%
SE vs ESTC
-46.4%
-21.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +1.0% |
| 7D | -6.1% | -8.1% | +2.0% | -2.9% |
| 30D | -2.5% | +31.7% | -34.1% | -15.6% |
| 3M | +21.7% | +41.1% | -19.3% | +1.8% |
| 6M | +27.0% | +77.1% | -50.1% | -6.1% |
| YTD | -12.1% | +21.7% | -33.8% | -23.9% |
| 1Y | -40.9% | +8.4% | -49.3% | -47.0% |
| 3Y | +191.0% | +23.6% | +167.4% | +90.0% |
| All | -68.1% | -46.4% | -21.7% | -71.1% |
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