+238.5%
TER vs ESTC
+25.2%
+213.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +5.9% |
| 7D | +0.6% | -8.1% | +8.7% | +1.4% |
| 30D | -8.3% | +31.7% | -40.0% | -11.6% |
| 3M | -12.2% | +41.1% | -53.3% | -16.1% |
| 6M | +17.1% | +77.1% | -60.0% | +7.2% |
| YTD | +84.7% | +21.7% | +63.0% | +80.1% |
| 1Y | +199.9% | +8.4% | +191.5% | +197.7% |
| All | +238.5% | +25.2% | +213.3% | +227.5% |
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