-40.6%
TECH vs ESTC
-52.1%
+11.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | +0.5% | -4.2% | +4.8% | +1.1% |
| 3M | +1.1% | +2.5% | -1.4% | -0.7% |
| 6M | +62.8% | +81.5% | -18.7% | +39.1% |
| YTD | +24.5% | +16.8% | +7.6% | +16.3% |
| 1Y | +20.6% | -3.5% | +24.1% | +17.2% |
| 3Y | +29.5% | +17.7% | +11.7% | +9.3% |
| All | -40.6% | -52.1% | +11.5% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling