-69.4%
U vs ESTC
-46.4%
-23.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +2.0% |
| 7D | -3.8% | -8.1% | +4.3% | +1.4% |
| 30D | +17.5% | +31.7% | -14.2% | -5.4% |
| 3M | +38.7% | +41.1% | -2.3% | +6.2% |
| 6M | +104.4% | +77.1% | +27.3% | +31.0% |
| YTD | -5.7% | +21.7% | -27.4% | -21.4% |
| 1Y | +3.7% | +8.4% | -4.7% | -9.2% |
| 3Y | +12.3% | +23.6% | -11.3% | -32.6% |
| All | -69.4% | -46.4% | -23.0% | -67.9% |
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