+240.4%
TPR vs ESTC
-46.4%
+286.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.8% |
| 7D | -2.3% | -8.1% | +5.8% | -0.8% |
| 30D | -23.0% | +31.7% | -54.7% | -27.9% |
| 3M | -12.5% | +41.1% | -53.5% | -19.5% |
| 6M | -21.4% | +77.1% | -98.5% | -32.0% |
| YTD | -3.5% | +21.7% | -25.2% | -9.9% |
| 1Y | +17.4% | +8.4% | +9.0% | +11.5% |
| 3Y | +291.3% | +23.6% | +267.6% | +236.0% |
| All | +240.4% | -46.4% | +286.8% | +198.1% |
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