-8.4%
T vs ESTC
-2.5%
-5.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -0.7% |
| 7D | +1.0% | -11.5% | +12.5% | +0.1% |
| 30D | -10.6% | -7.5% | -3.1% | -11.1% |
| 3M | -7.7% | +23.1% | -30.8% | -6.1% |
| 6M | -13.3% | +75.3% | -88.6% | -7.6% |
| YTD | -8.8% | +14.1% | -22.9% | -7.5% |
| 1Y | -8.4% | -0.6% | -7.8% | -8.1% |
| All | -8.4% | -2.5% | -5.9% | -8.1% |
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 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