+256.1%
TPR vs ESTC
-48.9%
+305.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -1.4% |
| 7D | +14.2% | -11.5% | +25.7% | +16.5% |
| 30D | +17.1% | -7.5% | +24.6% | +18.2% |
| 3M | -17.7% | +23.1% | -40.8% | -22.5% |
| 6M | -10.2% | +75.3% | -85.5% | -22.1% |
| YTD | +4.9% | +14.1% | -9.2% | -1.4% |
| 1Y | +36.1% | -0.6% | +36.7% | +31.4% |
| 3Y | +416.5% | +20.8% | +395.6% | +343.5% |
| All | +256.1% | -48.9% | +305.0% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling