-63.1%
W vs ESTC
-46.4%
-16.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +5.2% |
| 7D | -4.2% | -8.1% | +3.9% | +0.5% |
| 30D | -7.6% | +31.7% | -39.3% | -24.3% |
| 3M | +37.2% | +41.1% | -3.9% | +7.4% |
| 6M | +26.3% | +77.1% | -50.7% | -16.2% |
| YTD | -1.0% | +21.7% | -22.7% | -18.9% |
| 1Y | +20.1% | +8.4% | +11.7% | +1.4% |
| 3Y | +37.8% | +23.6% | +14.2% | -16.9% |
| All | -63.1% | -46.4% | -16.8% | -65.8% |
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