+191.2%
TER vs ESTC
+14.8%
+176.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.3% |
| 7D | +14.4% | +2.4% | +12.0% | +14.1% |
| 30D | -30.6% | -4.2% | -26.3% | -30.1% |
| 3M | -39.2% | +2.5% | -41.7% | -39.4% |
| 6M | -31.3% | +81.5% | -112.8% | -36.9% |
| YTD | +29.1% | +16.8% | +12.2% | +26.9% |
| 1Y | +47.4% | -3.5% | +50.9% | +50.6% |
| 3Y | +191.2% | +17.7% | +173.5% | +189.2% |
| All | +191.2% | +14.8% | +176.5% | +189.2% |
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