+421.8%
TPR vs ESTC
+15.4%
+406.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.1% | +13.2% | +7.7% |
| 7D | +13.9% | -18.5% | +32.3% | +16.1% |
| 30D | +14.9% | -11.0% | +25.9% | +16.0% |
| 3M | -15.4% | +20.8% | -36.2% | -18.3% |
| 6M | -4.5% | +67.9% | -72.4% | -12.7% |
| YTD | +6.0% | +11.6% | -5.6% | +3.0% |
| 1Y | +24.3% | -3.3% | +27.6% | +23.5% |
| All | +421.8% | +15.4% | +406.4% | +402.6% |
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