-9.3%
T vs ESTC
+74.7%
-84.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.5% | -1.8% |
| 7D | -1.3% | -8.1% | +6.8% | -1.1% |
| 30D | +11.4% | +31.7% | -20.3% | +11.4% |
| 3M | +14.3% | +41.1% | -26.8% | +14.2% |
| 6M | -9.3% | +77.1% | -86.3% | -6.9% |
| All | -9.3% | +74.7% | -84.0% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling