-54.2%
W vs ESTC
-48.9%
-5.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -2.8% |
| 7D | -3.6% | -11.5% | +7.9% | +3.5% |
| 30D | +7.0% | -7.5% | +14.5% | +11.5% |
| 3M | +7.4% | +23.1% | -15.7% | -9.4% |
| 6M | +69.3% | +75.3% | -6.0% | +12.9% |
| YTD | +11.3% | +14.1% | -2.8% | -6.3% |
| 1Y | +13.2% | -0.6% | +13.8% | +1.5% |
| 3Y | +142.0% | +20.8% | +121.2% | +45.6% |
| All | -54.2% | -48.9% | -5.3% | -56.1% |
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