+99.1%
V vs ESTC
-48.9%
+148.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | +2.2% | -11.5% | +13.7% | +3.5% |
| 30D | +13.6% | -7.5% | +21.1% | +14.3% |
| 3M | +14.3% | +23.1% | -8.8% | +10.9% |
| 6M | +33.1% | +75.3% | -42.2% | +23.5% |
| YTD | +21.2% | +14.1% | +7.1% | +17.5% |
| 1Y | +26.4% | -0.6% | +27.0% | +24.2% |
| 3Y | +77.6% | +20.8% | +56.8% | +62.7% |
| All | +99.1% | -48.9% | +148.0% | +74.8% |
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