+188.0%
SPY vs ESTC
+23.0%
+165.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -2.7% | -11.5% | +8.8% | -0.8% |
| 30D | -5.4% | -7.5% | +2.1% | -4.4% |
| 3M | -4.1% | +23.1% | -27.2% | -8.1% |
| 6M | +0.7% | +75.3% | -74.6% | -9.5% |
| YTD | +8.7% | +14.1% | -5.4% | +4.0% |
| 1Y | +10.9% | -0.6% | +11.5% | +8.2% |
| 3Y | +75.0% | +20.8% | +54.2% | +56.0% |
| 5Y | +67.8% | -48.8% | +116.5% | +64.8% |
| All | +188.0% | +23.0% | +165.0% | +105.6% |
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 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