-6.4%
T vs ESTC
+1.6%
-8.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +2.9% | +2.0% |
| 7D | +5.5% | -15.9% | +21.3% | +4.2% |
| 30D | -8.9% | -5.5% | -3.4% | -9.3% |
| 3M | -5.6% | +26.2% | -31.8% | -3.7% |
| 6M | -14.3% | +77.0% | -91.3% | -8.8% |
| YTD | -7.9% | +18.9% | -26.8% | -6.4% |
| 1Y | -6.4% | +1.3% | -7.7% | -6.0% |
| All | -6.4% | +1.6% | -8.0% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling