+105.9%
T vs ESTC
+18.2%
+87.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.5% | -2.1% |
| 7D | -1.3% | -8.1% | +6.8% | -1.5% |
| 30D | +11.4% | +31.7% | -20.3% | +12.5% |
| 3M | +14.3% | +41.1% | -26.8% | +15.8% |
| 6M | -9.3% | +77.1% | -86.3% | -7.0% |
| YTD | +7.1% | +21.7% | -14.6% | +8.7% |
| 1Y | -9.1% | +8.4% | -17.5% | -7.9% |
| All | +105.9% | +18.2% | +87.7% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling