+234.9%
TPR vs ESTC
-52.1%
+287.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.7% |
| 30D | +15.1% | -4.2% | +19.4% | +15.5% |
| 3M | +3.5% | +2.5% | +1.1% | +1.8% |
| 6M | +0.4% | +81.5% | -81.0% | -13.4% |
| YTD | +4.6% | +16.8% | -12.2% | -2.1% |
| 1Y | +33.1% | -3.5% | +36.6% | +29.5% |
| 3Y | +396.0% | +17.7% | +378.3% | +329.5% |
| All | +234.9% | -52.1% | +287.0% | +163.7% |
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