+547.7%
TER vs ESTC
+23.0%
+524.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.3% | +2.0% |
| 7D | -20.5% | -11.5% | -9.0% | -17.6% |
| 30D | -47.0% | -7.5% | -39.5% | -45.7% |
| 3M | -43.3% | +23.1% | -66.3% | -47.3% |
| 6M | -42.9% | +75.3% | -118.2% | -53.0% |
| YTD | +12.9% | +14.1% | -1.2% | +3.2% |
| 1Y | +18.2% | -0.6% | +18.7% | +12.2% |
| 3Y | +151.8% | +20.8% | +131.0% | +102.7% |
| 5Y | +54.2% | -48.8% | +103.0% | +52.9% |
| All | +547.7% | +23.0% | +524.8% | +309.0% |
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 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