+148.6%
TE vs ESTC
+7.3%
+141.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.3% |
| 7D | -4.0% | -8.1% | +4.1% | -2.2% |
| 30D | -15.9% | +31.7% | -47.6% | -22.2% |
| 3M | -60.5% | +41.1% | -101.6% | -64.0% |
| 6M | -35.2% | +77.1% | -112.3% | -45.2% |
| YTD | -31.1% | +21.7% | -52.8% | -40.0% |
| 1Y | +148.6% | +8.4% | +140.3% | +132.7% |
| All | +148.6% | +7.3% | +141.4% | +132.7% |
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