+233.5%
TPR vs ESTC
-51.0%
+284.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | +12.1% | -3.6% | +15.6% | +12.6% |
| 30D | +16.7% | -11.2% | +27.9% | +18.7% |
| 3M | -17.4% | +14.3% | -31.7% | -20.9% |
| 6M | +2.3% | +67.0% | -64.7% | -10.2% |
| YTD | +7.1% | +15.7% | -8.5% | +0.4% |
| 1Y | +29.5% | -6.3% | +35.7% | +26.8% |
| 3Y | +415.0% | +14.5% | +400.5% | +349.3% |
| All | +233.5% | -51.0% | +284.6% | +163.4% |
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