-4.8%
TECH vs ESTC
+25.2%
-29.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.5% |
| 7D | +0.1% | -8.1% | +8.2% | +1.1% |
| 30D | +0.7% | +31.7% | -31.0% | -3.3% |
| 3M | +36.3% | +41.1% | -4.7% | +29.5% |
| 6M | +25.6% | +77.1% | -51.5% | +14.6% |
| YTD | +23.7% | +21.7% | +2.0% | +18.2% |
| 1Y | +37.6% | +8.4% | +29.3% | +33.0% |
| All | -4.8% | +25.2% | -29.9% | -12.9% |
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 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