-24.7%
U vs ESTC
-16.3%
-8.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.1% |
| 7D | +36.6% | -11.5% | +48.1% | +46.3% |
| 30D | +13.3% | -7.5% | +20.9% | +17.8% |
| 3M | +26.2% | +23.1% | +3.1% | +4.9% |
| 6M | +88.7% | +75.3% | +13.5% | +22.0% |
| YTD | +16.6% | +14.1% | +2.5% | 0.0% |
| 1Y | +29.0% | -0.6% | +29.5% | +19.1% |
| 3Y | +99.5% | +20.8% | +78.7% | +24.0% |
| 5Y | -66.1% | -48.8% | -17.4% | -63.9% |
| All | -24.7% | -16.3% | -8.4% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling