+56.7%
TECH vs ESTC
+31.2%
+25.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.0% |
| 7D | +0.1% | -8.1% | +8.2% | +1.9% |
| 30D | +0.7% | +31.7% | -31.0% | -6.6% |
| 3M | +36.3% | +41.1% | -4.7% | +23.7% |
| 6M | +25.6% | +77.1% | -51.5% | +7.1% |
| YTD | +23.7% | +21.7% | +2.0% | +14.5% |
| 1Y | +37.6% | +8.4% | +29.3% | +29.8% |
| 3Y | -6.6% | +23.6% | -30.2% | -22.1% |
| 5Y | -42.2% | -46.5% | +4.2% | -44.3% |
| All | +56.7% | +31.2% | +25.5% | +11.1% |
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