+72.6%
SPY vs ESTC
-52.1%
+124.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | +2.6% | +2.4% | +0.2% | +2.2% |
| 30D | -2.0% | -4.2% | +2.3% | -1.5% |
| 3M | -2.8% | +2.5% | -5.2% | -3.7% |
| 6M | +2.1% | +81.5% | -79.4% | -7.5% |
| YTD | +11.5% | +16.8% | -5.4% | +7.0% |
| 1Y | +13.5% | -3.5% | +16.9% | +11.8% |
| 3Y | +77.7% | +17.7% | +60.0% | +61.4% |
| All | +72.6% | -52.1% | +124.6% | +57.9% |
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