+49.2%
T vs ESTC
+23.0%
+26.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -0.9% |
| 7D | +1.0% | -11.5% | +12.5% | +1.4% |
| 30D | -10.6% | -7.5% | -3.1% | -10.5% |
| 3M | -7.7% | +23.1% | -30.8% | -8.7% |
| 6M | -13.3% | +75.3% | -88.6% | -15.3% |
| YTD | -8.8% | +14.1% | -22.9% | -9.6% |
| 1Y | -8.4% | -0.6% | -7.8% | -8.8% |
| 3Y | +59.6% | +20.8% | +38.8% | +53.1% |
| 5Y | +52.1% | -48.8% | +100.8% | +50.8% |
| All | +49.2% | +23.0% | +26.2% | +20.8% |
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