+142.0%
W vs ESTC
+18.0%
+124.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -2.2% |
| 7D | -3.6% | -11.5% | +7.9% | +0.3% |
| 30D | +7.0% | -7.5% | +14.5% | +9.6% |
| 3M | +7.4% | +23.1% | -15.7% | -1.8% |
| 6M | +69.3% | +75.3% | -6.0% | +36.4% |
| YTD | +11.3% | +14.1% | -2.8% | +2.4% |
| 1Y | +13.2% | -0.6% | +13.8% | +8.3% |
| 3Y | +142.0% | +20.8% | +121.2% | +126.7% |
| All | +142.0% | +18.0% | +124.0% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling