+20.1%
W vs ESTC
+7.3%
+12.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +3.2% |
| 7D | -4.2% | -8.1% | +3.9% | -3.0% |
| 30D | -7.6% | +31.7% | -39.3% | -12.3% |
| 3M | +37.2% | +41.1% | -3.9% | +28.6% |
| 6M | +26.3% | +77.1% | -50.7% | +14.9% |
| YTD | -1.0% | +21.7% | -22.7% | -12.3% |
| 1Y | +20.1% | +8.4% | +11.7% | +7.4% |
| All | +20.1% | +7.3% | +12.8% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling