+32.9%
W vs ESTC
+25.2%
+7.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +4.0% |
| 7D | -4.2% | -8.1% | +3.9% | -1.6% |
| 30D | -7.6% | +31.7% | -39.3% | -17.1% |
| 3M | +37.2% | +41.1% | -3.9% | +20.2% |
| 6M | +26.3% | +77.1% | -50.7% | +1.4% |
| YTD | -1.0% | +21.7% | -22.7% | -10.5% |
| 1Y | +20.1% | +8.4% | +11.7% | +10.8% |
| All | +32.9% | +25.2% | +7.8% | +15.9% |
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 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